The 2018 ETF.com award nominations are now open! If you've enjoyed reading Newfound's research this year, we'd sincerely appreciate a nomination for category #28 (ETF Investor of the Year). You can access the nomination form here.
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The Risk in the Risk-Free Rate
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- The risk-free rate is an important concept in financial theory, but the risk-free rate accessible to most investors can vary significantly in level.
- The variation in risk-free rate not only has an important impact on the theoretically optimal portfolio, but it can have a very real impact upon portfolio returns.
- We demonstrate that recent generational lows in short-term Treasuries had made this less of a problem in recent years.
- With short rates increasing dramatically in recent years, investors should carefully consider the risk-free rate available to them.
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Nathan Faber
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Newfound Research was awarded ETF.com's 2016 ETF Strategist of the Year
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Investing at the intersection of thoughtful, quantitative research and behavioral finance, Newfound Research is dedicated to helping clients achieve their long-term goals with research-driven, systematically-managed portfolios, while simultaneously acknowledging the importance of managing the quality of the journey along the way is just as important as the destination.
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