What to do when good beta goes bad

2011 Conference - Due Diligence Forum |  BT Investment Management |  25 August 2011

The active vs passive debate is pointless if broad beta returns are barely positive or worse. This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, looks at beta across bond and equity markets over time, arguing that while the ‘100 years of growth’ story is alluring, the reality is more disappointing. It examines how to boost returns on portfolios using liquid strategies available to Australian investors, and concludes with a ta...