The Rise of Total Portfolio Approach - 24

wrong about the resulting impact on markets, or vice versa.
Our approach to managing this risk seeks to systematically
adjust the geographic footprint of our portfolio where
we anticipate a high degree of geopolitical risk.
Overall, we have confidence that our factor-based Total
Portfolio Investment Framework, augmented to consider
these additional risk dimensions, will continue to
serve our contributors and beneficiaries well for many
years to come.
Key Lessons
Establish a prudent and appropriate market
risk appetite.
Determine the return/risk factors relevant to
your program.
Map each investment strategy to your risk
factor set.
Build and rebalance your portfolio based upon
optimal factor exposures; not asset classes.
Consider adding new factors as the markets
evolve.
24

The Rise of Total Portfolio Approach

Table of Contents for the Digital Edition of The Rise of Total Portfolio Approach

The Rise of Total Portfolio Approach - 1
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