Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick - podcast episode cover

Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick

May 12, 20221 hr 25 min
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Episode description

We’re talking with the purveyors of one of the best performing mutual funds thus far in 2022, the dynamically shifting asset allocator, RDMIX (past performance is not necessarily indicative of future results). It hasn’t all been rainbows and lollipops, however, for the ReSolve Asset Management Global team of Rodrigo Gordillo and Mike Philbrick, and they explain why and when a core of Risk Parity should work, and exactly what is and isn’t a Risk Parity approach (hint: it’s not just levered stocks and bonds).

In this episode, we're tackling topics like; does anyone actually use 60/40, The RDMIX 50/50 portfolio (50% Risk Parity/50% Alpha Strategies), ensembles of alpha sources, diversification of betas, and asset allocation in general, commodity trend following, return stacking and dispersion, and more. Plus, we're getting personal with Rodrigo and Mike (we even include Adam), and it's up to our host Jeff to decipher what is true and what is not.

Chapters:

00:00-02:03 = Intro

02:04-20:19 = Does anyone actually use 60 /40?,  "TIPS", and inflation

20:20-30:25 = No, bonds aren’t the end of Risk Parity, Risk Parity isn’t just Stocks/Bonds

30:26-46:01 = RDMIX’s 50/50 portfolio = 50% in Risk Parity/50% in Alpha Strategies

46:02-01:00:53 = Ensembles, Diversification & Asset Allocation in RDMIX

01:00:54-01:16:13 = Commodity Trend Following, Return Stacking & Dispersion

01:16:14-01:24:54 = Three Truthful/not true, well... Manager "stories" from ReSolve

From the Episode:

Return Stacking Whitepaper  |   Lunch & Learn webinar with ReSolve Asset Management  |  ReSolve's Riffs Podcast

Previous Podcasts: Researching the Risks of Return Stacking  |  Talking Asset Allocation, AI, and the Alpha process with Resolve 

Follow along with Rodrigo Gordillo @RodGordilloP & Mike Philbrick @MikePhilbrick99 on Twitter and visit investresolve.com for more info

Don't forget to subscribe to The Derivative, and follow us on Twitter @rcmAlts and our host Jeff at @AttainCap2, or LinkedIn, and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

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Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick | The Derivative podcast - Listen or read transcript on Metacast