Portfolio Review: JP Morgan Absolute Return Model

Portfolio Review Summary
Aims to outperform cash with low correlations to traditional markets
The correlations to equities were 0.62 and 0.35 to bonds, ie, moderately high
The portfolio did not distinguish itself from a simple equities-bond combination

Timestamps:
0:00 - Introduction
0:25 - JP Morgan Absolute Return Model Overview
1:05 - Holdings Breakdown – Fixed Income and Alternatives
1:50 - Benchmarking Against Cash and Corporate Bond Index
2:35 - Risk-Based Allocation and Factor Exposure Analysis
3:20 - Correlation to Equities and Fixed Income
4:05 - Fee Structure and Cost Reduction Opportunities
4:45 - Portfolio Simplification Through Core Asset Classes
5:30 - Key Takeaways on Performance, Fees, and Transparency

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