GMO argues that liquid alternatives can combine return potential, diversification and daily liquidity through a multi-strategy approach designed to limit dependence on traditional risk assets.
- The strategy targets cash +4–6% returns with limited beta and combines value, carry, quality and momentum across equities, currencies, rates, credit and volatility.
- Current opportunities include undervalued emerging-market currencies and a value-versus-growth dislocation.
- Each $1 invested captures roughly $2 of underlying strategy exposure, improving capital efficiency.
Explore the full report for the portfolio construction framework and evidence behind the liquid-alternatives approach.
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