Institutional Investor Network: Strengthening Your Portfolio Core

Presented by

Michael Hunstad, PhD, Head of Quantitative Strategies, and Jordan Dekhayser, CFA, Head of Quantitative Equity Research

About this talk

There have been more than 48 large volatility shocks since 2007*, and this pattern is unlikely to change. Institutions around the globe are finding themselves in a unique market environment as a result of seismic shifts in market fundamentals, central banks lowering interest rates and questionable quantitative easing programs. Government agencies continue to use these levers in a manner that is unsustainable – making volatility more prevalent and unpredictable than ever before. Join Michael Hunstad, Ph.D., Head of Quantitative Strategies and Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy, as they discuss key approaches to help capitalize on the new age of portfolio risks: • Uncover the common pitfalls in traditional portfolio de-risking methods • What to look for in low volatility investment strategies (spoiler alert, it’s not just lower beta exposures) • Potential changes to your passive core portfolio that will strengthen your active satellite *Volatilty shocks greater than 5 points. Volatility increases are represented by any increase in the VIX daily, as of December 31, 2018. Note: By registering for this webinar, you agree to share your contact information with, and be contacted by, Northern Trust Asset Management.

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Northern Trust Asset Management is a global investment manager that helps investors navigate changing market environments, so they can confidently realize their long-term objectives. Entrusted with $914 billion in assets,* we understand that investing ultimately serves a greater purpose and believe investors should be compensated for the risks they take — in all market environments and any investment strategy. *Assets under management as of March 31, 2020. Northern Trust Asset Management is composed of Northern Trust Investments, Inc. Northern Trust Global Investments Limited, Northern Trust Fund Managers (Ireland) Limited, Northern Trust Global Investments Japan, K.K, NT Global Advisors Inc., 50 South Capital Advisors, LLC and investment personnel of The Northern Trust Company of Hong Kong Limited and The Northern Trust Company. Important disclosures: