Janus Henderson: Tail Risk Report - Attractiveness continues to be elusive

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Janus Henderson's US-based Multi-Asset Solutions Team present their tail risk report, using options market prices to infer expected tail gains and losses for each asset class. The options market sees the three broad asset classes all unattractive at present.

18.09.2018 | 12:38 Uhr

Key takeaways:

  • Similar to last month, the options market implies that the three broad asset classes - growth, capital preservation and inflation - are unattractive, each showing a level of expected upside to downside below the average level of 1.0.
  • On a relative basis, US and emerging market equities appear to be the most attractive growth areas globally. 
  • The Multi-Asset Solutions Team's options-based signals point to the continued strength of the US dollar.

Please click here to access the document.

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