Diversification Potential:
Untapped Alpha in Non-U.S. Equities

Market cap-weighted indexes aren’t as diversified as they seem. Even large indexes with stocks from many countries aren’t even close to their potential, given their constituents. We use non-U.S. equity markets to advocate for a closer look at this frequently overlooked alpha source, using a new statistical measure we’ve developed.

In this paper, you’ll learn about:

  • A new concept: diversification potential
  • The return upside in improving diversification – as well as the pitfalls
  • How sophisticated risk controls and implementation can help maintain access to the return while mitigating the risks

Download the paper for valuable insights into diversification.

Diversification Potential-1

 

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Past performance is no guarantee of future results. Investing involves risk, including possible loss of principal and fluctuation of value. There is no guarantee that any investment strategy will achieve its objectives, generate profits or avoid losses. Risk controls, as referenced, do not promise any level of performance or guarantee against loss of principal.