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Are Alternatives Truly Non-Correlated?

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"Are Alternatives Truly Non-Correlated?"

Many financial pros are turning to alts for a “softer landing” in the event of a serious market correction

As financial professionals ponder if or when a serious market correction will arrive, many seek opportunities to diversify portfolios that would create a “softer landing” in the event of a market pullback. Investment News reported on a survey completed by PPB Capital Partners in late 2017 which “showed that advisors plan to tap alternatives to help hedge against the markets in the year ahead.” According to the article:

• 45% of advisors said they planned to increase allocations to alternatives in 2018
• 73% of advisors said they would increase alt exposure by up to 25%.
• 44% cited the primary reason for using alts was to look for non-correlated returns

The preferences of professionals are a good thing to know. But it’s also important to determine if their confidence is merited. How have alternative choices actually performed during trying periods in the market? Are alts really as non-correlated as the pros say they are?

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