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KeyQuant Releases White Paper : An Alternative Portfolio Theory

Risk is something that is very subjective. Your perception of risk on an investment may depend on the constraints of your organization, your beneficiaries, and/or your stakeholders. It is difficult to find a risk measure that fits every investment case. Worse yet, risk measures can contain hidden surprises. Classic risk measures (such as volatility) do not consider the path followed by investment returns and leave out the risk of potential large drawdowns. In the attached White Paper (“An Alternative Portfolio Theory – Don’t Get Trapped in a Pitfall”), we propose a new measure of global risk: The Serenity Ratio - which reveals the hidden risk carried by an investment.

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Click Here For KeyQuant White Paper