Capital markets are known to react strongly to breaking news. Often the impact of such events does not meaningfully reach portfolios in which institutions and individuals typically invest.  So where can investors turn for real-time information on risk-targeted portfolios’ reaction to market events?  New Frontier’s family of optimized indices are designed to provide transparency ...

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­ A Strong Quarter for New Frontier Strategies Despite the uptick in market volatility in early September, markets continued their upward momentum in Q3, extending their rapid rebound from March. While the U.S. economy improved significantly in Q3, investors continue to face several serious risks. In late September, confirmed COVID-19 cases were rising worldwide, and the pan ...

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In 2019, markets were relatively calm, the economy was strong, and the stock market was at all-time highs. March 2020 brought an abrupt turn with the global pandemic outbreak as the VIX reached historically high levels. Remarkably, Q2 brought the quickest recovery from the fastest drawdown in Q1 in history...

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Noted economist Frank Knight formalized a distinction among various types of risk associated with uncertainty. He defined three levels of uncertainty. The first is the type associated with a roulette wheel- where it is not possible to know the final outcome, yet one can reliably define the probability of an event’s occurrence. The second type of uncertainty is associated with s ...

On April 3, 2020, New Frontier Chief Investment Officer Robert Michaud sat down with Money Life host Chuck Jaffe to discuss how New Frontier approaches optimality in a time of tremendous uncertainty in the market. You can listen to the interview in its entirety using the player above, and below is a partial transcript of Robert's responses with timestamps for reference. 1:30 P ...

On March 23, 2020, New Frontier hosted a live webinar in which Dr. Richard Michaud, President and Chief Executive Officer, and Robert Michaud, Chief Investment Officer, discussed investing in historic market volatility, as well as the recent trades of New Frontier's Standard and Tax-Sensitive Global Multi-Asset ETF investment strategies, which occurred on March 17 and March 20, ...

In the midst of periods of extreme volatility as we have recently experienced, investors may want to remember some fundamental investment axioms:  The performance of actual investor portfolios is generally not well represented by equity indices. A well-defined long-term investment program can help withstand short-term volatility. Historically, markets recover after periods ...

On Monday, stocks lost 3.5% responding to reports on the spread of the coronavirus and its impact on global economies. Markets began today by rebounding, but then reversed direction, mimicking major foreign markets. As a consequence of the likely spread of the unofficial epidemic in the global economy, the next few months will likely feature increased volatility. At this point ...

A market milestone was reached this past August when assets invested in index-based mutual funds and ETFs surpassed the amount invested in active equities for the first time. Passive investment strategies have been growing for decades at the expense of actively managed funds. Of course, index-based mutual funds have been around since the 1970s, yet the explosive rise of passive ...