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7 Reasons to Consider AlphaClone

Do you believe that active management has the potential to add value in your portfolio?  If the answer is “yes”, then here are 7 reasons you should consider AlphaClone. 1.  Unfettered manager access Some of the world’s most skilled managers... more »

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How to Improve Morningstar’s Star Ratings

In October 2017, the Wall Street Journal published an article largely critical of Morningstar’s Star-Rating system.  The now infamous piece, “The Morningstar Mirage”, was well researched and written by seasoned journalists Kirsten Grind, Tom McGinty and Sarah Krouse.  Its main... more »

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The 9% Riddle That Could Hurt Your Retirement Portfolio

If you’re a market index investor retiring in the next 10 to 15 years, you could be in trouble and not even know it.   If you can solve this riddle, you’ll understand why: Two investors; A and B Both begin... more »

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AlphaClone & the Optimum Portfolio

This article focuses on the AlphaClone Hedge Fund Masters Index in the context of constructing the optimum portfolio.  When building an optimum portfolio, the objective is to figure out the portfolio weights across different asset classes that achieve a specific... more »

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Introducing AlphaClone SmartPilot

November 25, 2019 This weekend we launched a redesigned website with some important changes. Let me first describe the changes and then discuss the motivation behind making them. Lower Fees and Account Minimums We’re reducing our wrap (all-in) fee for... more »

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A Change to How We Hedge

Effective August 31, 2019, we changed how we hedge in our strategies. Let me first describe the change and then discuss the reason’s we’re taking this step. As you know, currently we use a dynamic hedge trigger based on the... more »

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AlphaClone Index vs Peers

As of October 31, 2020 Over the prior 34 months, the AlphaClone Hedge Fund Master Index (ALFMIX or “AlphaClone Index”) has outperformed its peers and the overall market on both an absolute and risk adjusted basis Our analysis period is... more »

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AlphaClone Wins Significant Sub-Advisory Investment Mandate

Agreement Dramatically Improves the Economics of Accessing Managers with High-Alpha Potential for Large Dallas-based Wealth Management Firm SAN FRANSISCO, April 24, 2019 /PRNewswire/ — AlphaClone Inc., a leader in building index-based alpha-seeking investment strategies, announced today that it has won a significant sub-advisory... more »

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Clone Score – How We Pick Managers

[Updated June 2019] Moneyball for Hedge Funds If you’ve followed us for any amount of time, you know that our Clone Score methodology is at the heart of our manager selection process.  The best analogy for our process to think about... more »

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A New Approach to Active Investing

It’s been easy to argue against active management lately, too many funds to choose from, most of them underperform.  In an environment where the S&P 500 has returned 15% annually over the past five years (double its historical average), it’s... more »

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The Fast Money Takes It Slow

We take a definitive look at hedge fund holding periods. We analyze holding periods for all Form 13F disclosed securities as well as for those held with high conviction. We also look at whether the length of a manager’s holding... more »

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Active v Passive – A False Choice

The active vs passive debate continues unabated in the financial media. Passive strategies continue to accumulate assets while active strategies lose them causing many to proclaim that active investing is dead. Let’s take a step back and try to separate... more »