Where do Alternatives fit within a Portfolio?

Long are the days that alternatives were only available to institutional clients.  A trend has emerged across alternative asset management that lowers the barrier of entry for the mass affluent.  Enter, the democratization of private market investments.  Prior access to these types of products, was previously relationship driven for many.  Growing platform based technological advancement and through introduction by financial advisors, the barriers of entry are nearly removed. This now opens the door for the question, where do alternatives fit within a portfolio?

While there are unique risks associated with alternatives, they play a vital role within a portfolio; mainly, enhancing returns, diversifying risk and supplementing income.

Alternatives include many embedded risk premia that can increase total return potential, most notably illiquidity and complexity premia. They behave differently than traditional stocks and bonds, with many having non-normal return profiles. So why aren’t more portfolios allocating to alternatives?

A major assumption of the efficient frontier and modern portfolio theory is that returns are normally distributed.  However, alternatives exhibit strongly non-normal returns such as asymmetric return profiles, variable correlations, fat left tails and/or significant skew.  This increases the complexity of understanding on where the allocation to alternatives should be sourced and what is the resulting impact by including them within a portfolio.  Flawed understanding suggests that only the riskiest investors can benefit from these types of portfolio additions.  Reality is that allocations to alternatives can reduce the risk of a portfolio, for more conservative or balanced investors.

Alternatives are not the answer to every portfolio problem, but they do provide unique investment and tax benefits that can meaningfully shift the realities of portfolio outcomes.  Many investors are facing acute headwinds: potential deglobalizing, the continued threat of inflation and the eventual reversal of an attractive interest rate environment.  This opens the door for looking at whether the traditional asset allocation framework that’s come to be the new normal, still provides the best investment outcome.

While Bruce Wood Capital rejects the notion of static asset allocation, we embrace the power of diversification.

We dynamically adjust our portfolio in response to prevailing market conditions, maximizing capital efficiency and delivering consistent non-correlated returns to traditional asset classes.  Adding differentiated structure and exposure to a traditionally allocated portfolio provides the foundation for superior risk-adjusted returns. Increasing total return without increasing portfolio volatility can lead to a more resilient portfolio of varying return drivers.  Why wouldn’t more portfolios allocate for this benefit?