Tail Risk for Fixed Income Subclasses



Solid colors denote as of Close 10-14-2015, whereas transparent colors denote as of close 9-30-2015

  • Risk of tail loss declined in almost all major fixed income subclasses
  • Risk of tail loss increased in US Corporate High Yield & Foreign Fixed Income (USD Denominated)

Tail Loss Risk in Broad Asset Classes



olid colors denote as of Close 10-14-2015, whereas transparent colors denote as of close 9-30-2015

Risk of tail loss declined across the board for major asset classes since the end of September

Alternatives Risk & Return for October

  • Silver outperformed all other Alternatives returning over 10% since the end of September
  • Gold has the second highest return of nearly 7%, but has exhibited one of the lowest risk profiles within the asset class

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