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Proper use of tail risk ETFs. I’m in the process of constructing an “all weather” portfolio for my 401k and would like to include a portion for tail risk hedging. The two ETFs I’m considering are CYA and TAIL.
What is Tail Risk? Technically, it is the risk that an asset will move more than 3 standard deviations from its mean -- in normal speak, its the risk of a dramatic change in price in either direction (of course most would more worried about downward moves).
My assumption is that tail risk might cost 1-2% of a client's total AUM per annum, so charging a fixed fee on such a small amount might not be worth it. Some kind of performance fee structure must surely be the way its done right?
9 Μαρ 2021 · Several exchange-traded products claim to provide tail risk insurance or attempt to inverse the performance of indices. We compare several ETPs against a popular S&P 500 index ETF.
30 Ιουν 2022 · Tail risk hedge funds provide what Eurekahedge called "crisis alpha" and protection for institutional portfolios. Investors and academics alike have debated the controversies around the...
16 Μαΐ 2024 · Tail risk is the probability of an extreme outcome from a rare event. Here we'll look at what it is, how it affects portfolios, and hedging strategies for it.
21 Ιουν 2023 · Tail risk is portfolio risk that arises when the possibility that an investment will move more than three standard deviations from the mean is greater than what is shown by a normal...
