marbles

Genuine diversification: adding alternative assets to a portfolio

A well-managed portfolio should be well-diversified, and today this means going beyond traditional equities and bonds. However, not all ‘alternative’ assets provide the low correlation required for genuine diversification.

Challenge

Increase diversification by adding alternative assets
A well-managed portfolio should be well-diversified, and today this means going beyond traditional equities and bonds. However, not all ‘alternative’ assets provide the low correlation required for genuine diversification. 


Solution

Lower correlation and volatility than many alternatives

The Jupiter Merian Global Equity Absolute Return (GEAR) strategy seeks to deliver attractive returns with lower correlation. Historically, it has had lower correlation to equities and bonds than do many alternative asset classes. GEAR has had reassuringly low volatility, too.

The chart below shows that many so-called ‘alternative’ asset classes actually have a fairly high correlation to a 60%-world equities 40%-global bonds portfolio (see the dots towards the upper part of the graph). Many ‘alternative’ asset classes bring significantly higher levels of volatility relative to a 60-40 portfolio (see the dots on the right-hand side of the chart).

On the other hand, systematic market neutral strategies – and GEAR in particular – are different, exhibiting both low correlation and low volatility. What is more, compared to some other alternative asset classes – such as hedge funds and real estate – GEAR is highly liquid, with daily pricing and trading.

Past performance is no indication of current or future performance. Source: Morningstar - correlation and volatility versus a portfolio consisting of 60% MSCI World Index and 40% Bloomberg Global Aggregate Index, from 01.07.2009 to 30.06.2024.

Benefits

Jupiter Merian Global Equity Absolute Return (GEAR)

  • Seeks to deliver attractive returns with lower correlation
  • Seeks lower volatility
  • Designed to increase portfolio diversification
  • Daily pricing
  • Long track record

Fund specific risks

  • Investment risk - there is no guarantee that the Fund will achieve its objective. A capital loss of some or all of the amount invested may occur. Furthermore, the Fund may exceed its volatility limit. A capital loss of some or all of the amount invested may occur.
  • Company shares (i.e. equities) risk - the value of Company shares (i.e. equities) and similar investments may go down as well as up in response to the performance of individual companies and can be affected by daily stock market movements and general market conditions. Other influential factors include political, economic news, company earnings and significant corporate events.
  • Derivative risk - the Fund uses derivatives to generate returns and/or to reduce costs and the overall risk of the Fund. Using derivatives can involve a higher level of risk. A small movement in the price of an underlying investment may result in a disproportionately large movement in the price of the derivative investment. Derivatives also involve counterparty risk where the institutions acting as counterparty to derivatives may not meet their contractual obligations.
  • Currency risk - the Fund can be exposed to different currencies and may use techniques to try to reduce the effects of changes in the exchange rate between the currency of the underlying investments and the base currency of the Fund. These techniques may not eliminate all the currency risk. The value of your shares may rise and fall as a result of exchange rate movements.
  • Stock connect risk - the Fund may invest in China A-Shares through the China-Hong Kong Stock Connect (“Stock Connect”). Stock Connect is governed by regulations which are untested and subject to change. Trading limitations and restrictions on foreign ownership may constrain the Fund’s ability to pursue its investment strategy.
  • Sustainability Article 8 - Investments are selected or excluded on both financial and non-financial criteria. The Fund's performance may differ from the broadermarket or other Funds that do not utilize ESG criteria when selecting investments.

The fund may be subject to various other risk factors, please refer to the latest sales prospectus for further information. The Prospectus is available from Jupiter on request. 


Important Information 

This document is intended for investment professionals and is not for the use or benefit of other persons, including retail investors.

This is a marketing communication. Please refer to the latest sales prospectus of the sub-fund and to the Key Information Document (KID) (for investors in the EU)/ Key Investor Information Document (KIID) (for investors in the UK), particularly to the sub-fund’s investment objective and characteristics including those related to ESG (if applicable), before making any final investment decisions.

An investment constitutes the acquisition of shares in the sub-fund, not in the sub-fund’s underlying assets. We recommend you discuss any investment decisions with a financial adviser, particularly if you are unsure whether an investment is suitable. Jupiter is unable to provide investment advice. This communication is for informational purposes only and is not investment advice. Market and exchange rate movements can cause the value of an investment to fall as well as rise, and you may get back less than originally invested. Initial charges are likely to have a greater proportionate effect on returns if investments are liquidated in the shorter term. Past performance is not a guide to future performance. Company/Holding/Stock examples are for illustrative purposes only and are not a recommendation to buy or sell. Quoted yields are not a guide or guarantee for the expected level of distributions to be received. The yield may fluctuate significantly during times of extreme market and economic volatility. Awards and Ratings should not be taken as a recommendation. Every effort is made to ensure the accuracy of the information provided but no assurance or warranties are given. This is not an invitation to subscribe for shares in the Jupiter Asset Management Series plc (the Company). The Company is an investment company with variable capital established as an umbrella fund with segregated liability between sub-funds which is authorised and regulated by the Central Bank of Ireland pursuant to the European Communities (Undertakings for Collective Investment in Transferable Securities) Regulations 2011, as amended. Registered in Ireland under registration number 271517. Registered office: 33 Sir John Rogerson’s Quay, Dublin 2, Ireland. The sub fund may be subject to various other risk factors, please refer to the latest Prospectus for further information. Prospective purchasers of shares of the sub fund of the Company should inform themselves as to the legal requirements, exchange control regulations and applicable taxes in the countries of their respective citizenship, residence or domicile. Subscriptions can only be made on the basis of the latest Prospectus and the Key Information Document (KID/ Key Investor Information Document (KIID), accompanied by the most recent audited annual report and semi-annual report. These documents are available for download from www.jupiteram.com. The Manager may terminate marketing arrangements. Information on sustainability-related aspects is available from www.jupiteram.com.

Issued in the UK by Jupiter Asset Management Limited (JAM), registered address: The Zig Zag Building, 70 Victoria Street, London, SW1E 6SQ is authorised and regulated by the Financial Conduct Authority.

Issued in the EU by Jupiter Asset Management International S.A. (JAMI), registered address: 5, Rue Heienhaff, Senningerberg L-1736, Luxembourg which is authorised and regulated by the Commission de Surveillance du Secteur Financier. No part of this document may be reproduced in any manner without the prior permission of JAM or JAMI.