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Contact Joanne for copy of full article from The Journal of Portfolio Management This article evaluates the performance features of buffer fund strategies packaged in mutual funds and ETFs. These popular strategies are the modern version of put spread collars, which institutional investors have used since the 1990s to reduce equity exposure in a structured manner. Using rules-based indexes representing laddered S&P 500 buffer strategy benchmarks with almost ten years of retur

The benefits of risk management extend beyond limiting losses during market downturns. This commentary examines how preserving capital during periods of decline can position investors to participate more effectively in subsequent recoveries, creating advantages that may persist long after markets rebound.

Market downturns often raise questions about whether investors should rethink their strategies or stay the course. Examining the first half of 2022 in historical context, this analysis explores equity and bond market performance, stock-bond correlations, and the role of inflation in shaping investment outcomes.

Income-focused investors often face tradeoffs between generating current cash flow and maintaining broad diversification. This commentary explores how target income strategies can help investors monetize risk exposures while accessing asset classes and growth opportunities that traditional income-focused approaches may overlook.

Growth-oriented equity strategies have delivered strong returns in recent years, but often with higher levels of risk. This commentary explores how combining large-cap growth exposure with downside buffer strategies may help investors participate in market gains while reducing portfolio volatility and downside risk.

Investment risk cannot be evaluated without considering both time horizon and market volatility. This commentary explores how changing volatility regimes affect the probability of market declines and why investment horizon is a critical factor in designing effective downside-risk strategies.

Buffer protection strategies can help reduce downside market exposure, but their effectiveness depends on how they are managed over time. This commentary examines different approaches to implementing and maintaining buffer strategies, including calendar-month and laddered structures, and their impact on long-term risk and return.