Investors in risk parity vehicles should beware 'volatility surprises'

Stocked up on equities ahead of the referendum

Anna Fedorova
clock • 2 min read

The period of market turbulence after the UK voted to leave the EU could herald the start of a new cycle of volatility surprises and investors should be wary of events to which risk parity funds are calibrated to adapt, according to investment research firm Markov Processes International (MPI).

To continue reading this article...

Join Investment Week for free

  • Unlimited access to real-time news, analysis and opinion from the investment industry, including the Sustainable Hub covering fund news from the ESG space
  • Get ahead of regulatory and technological changes affecting fund management
  • Important and breaking news stories selected by the editors delivered straight to your inbox each day
  • Weekly members-only newsletter with exclusive opinion pieces from leading industry experts
  • Be the first to hear about our extensive events schedule and awards programmes

Join now

 

Already an Investment Week
member?

Login

More on Multi-asset

Quilter launches JPM-run Long-Short Equity fund

Quilter launches JPM-run Long-Short Equity fund

Diversifying amid market volatility

Alex Sebastian
clock 17 March 2026 • 2 min read
Low-cost multi-asset funds outperform competitors in 2025

Low-cost multi-asset funds outperform competitors in 2025

Morningstar report

Michael Nelson
clock 26 February 2026 • 2 min read
The Big Question: How are you planning to use private assets in portfolios this year?

The Big Question: How are you planning to use private assets in portfolios this year?

Ten experts answer

Investment Week
clock 30 January 2026 • 1 min read
Trustpilot