Allianz Structured Alpha: Unpacking Complex Strategies

Webcast: November 9th and November 10th

As reported in our recent research, volatility during the COVID crisis resulted in some prominent volatility-trading fund blow ups with Allianz Structured Alpha posting a $4 billion loss in client assets. Although tail risk-hedging strategies are designed to protect investors in a market sell-off, it appears that some of these products actually amplified losses in a tail risk event.

Our webinar will examine how MPI’s Dynamic Style Analysis can efficiently evaluate complex hedge fund strategies, expose hidden risks, and better uncover the sources of alpha.