This latest white paper from our Strategic Investment Advisory Group (SIAG) presents a flexible asset allocation framework developed by the team that seeks to address changing economic regimes within a conventional benchmark-based investment policy. The paper explores the question of whether a static portfolio can be considered resilient under all market conditions and offers evidence that economic regimes are identifiable and quantifiable using four key factors which tend to dominate market performance.

The conclusions are compelling. Regime-based investing is both possible and potentially beneficial in terms of improved portfolio resiliency, lower downside risk and potentially higher returns.

Executive summary (pdf)



March 23, 2011
Abdullah Sheikh highlights SIAG's research in the Pensions & Investments article, "Money Management: Decision-making under varied economic regimes."
Read article

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For further information contact your J.P. Morgan representative or email: jpmam.info@jpmorgan.com