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   My CIO

 

My CIO

 

Investment Consulting
 

 

 

 

Independent  investment consulting
 
Dedicated to family offices and pension funds
 
Critical review overlay
 
Focus on diversification and risk factors
 
 
 
My CIO covers the following services:
 

  • Objectives, strategy, asset allocation 
  • Implementation quality, consistency, costs
  • Reporting and transparency
  • Diversification management, "ex-ante" correlations ("strange things do happen!")
  • Integrating "non-linear" factors, such as contradictions, paradox and ambiguity
  • Risk-factor allocation
  • Core-satellites portfolios

 

 


 

Interesting Charts

 


Bonds vs. Equity: Risk (Volatility) adjusted


Percentage of Stocks outperforming the Index


Momentum in Financial Markets

 

Benchmark Cluster Risks I


Benchmark Cluster Risks II


Balanced Portfolios since 1994

 

Balanced Portfolios since 2000

 

S&P 500 Index priced in Gold