Tag Archives: Bridgewater Associates

Forecasting Bridgewater All Weather Performance in November’s Bond Storm

November’s government bond sell-off resulted in one of the sharpest increases in Treasury yields in recent history and an uptick in fixed income volatility. While this may be particularly bad news for traditional fixed income funds, risk parity funds should, in theory anyway and to the extent that other asset classes have held their ground, […]

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Chart of the Week: Update on Bridgewater All Weather

In recent weeks risk parity[1] funds have been the focus of particularly unfavorable reports on their performance.  Bridgewater’s All Weather Portfolio, the original and most famous risk parity fund, is often held up as an example. The risk parity approach has performed particularly well over the past decade, minimizing losses during both the tech bubble […]

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Chart of the Week: Bridgewater All Weather and Permanent Portfolio

Progenitors of risk parity and TIPS, facilitators of the Chicken McNugget, and managers of the world’s largest hedge fund, Bridgewater Associate’s now $65bn All Weather Fund has become legend amongst institutional investors (to say nothing of other asset management firms) looking to weatherproof their beta and modernize their portfolios. Predicated on Ray Dalio, Bob Prince […]

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Bridgewater Pure Alpha: How Much is Explained by Dynamic Beta?

Bridgewater Pure Alpha II Fund, the flagship fund of Bridgewater Associates – the world’s largest alternative investment management firm – has generated outstanding returns in the last twenty years with especially impressive performance since the Fall of 2008. Using MPI’s new Factor Search™ application, MPI’s endeavor is to capture dynamic betas embedded in Bridgewater fund’s […]

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