top of page

EDUCATION

30 Minutes to a Better Portfolio:
Portfolio Construction in an Age of High Correlations

We believe most investors focus too heavily on alpha generation at the expense of constructing a truly diversified portfolio. We argue that two simple portfolio construction rules can vastly improve the performance of many portfolios. While many managers find today's "risk-on, risk-off" environment challenging, we show that high correlations can actually be harnessed to create portfolios with good risk-adjusted returns.

Delivered at the Drobny Global conference in New York, NY. - June 2014

The information contained in this website does not represent an offer to, or solicitation of, any potential clients or investors for the provision by Kaleidoscope Capital, L.P. of investment management, advisory or any other related services. No material listed on this website is or should be construed as investment advice, nor is anything on this website an offer to sell, or a solicitation of an offer to buy, any security or other instrument. Links from this website to third-party websites do not imply any endorsement by the third party of this website or of the link; nor do they imply any endorsement by this firm of the third-party website or of the link. There is no duty to update the information contained herein. We make no assurances that any objectives expressed or implied will be realized.

© 2022 Kaleidoscope Capital | All rights reserved

bottom of page