White Papers

  • Sanlam Intelligence
    15 April 2019

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    Areas of Indifference: Measures to compare similar portfolios.
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    Executive Summary In addition to the efficient frontier, an area of indifference should be considered during portfolio construction. An area of indifference is a method used to compare the characteristics of an investor’s current portfolio to characteristics for a set of proposed target portfolios. The investor is made aware of all available opportunities, while still maintaining a relevant reference point to base practical and realistic decisions on – in this case, the efficient frontier portfolios. By considering an area of indifference coupled with random portfolio generation techniques when investigating how to improve a portfolio, we can consider a broad range of portfolios that have similar statistical properties, in a range around the current portfolio that extends towards the optimal portfolio on the efficient frontier. This allows us to identify whether the proposed changes will improve the expected outcomes with sufficient reliability, after the change in alteration costs is accounted for. Download white paper
  • Consider your options for optimising portfolios in a concentrated environment
    27 February 2019

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    Improving Shari’ah Compliant Investing in a Concentrated Investment Universe
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    It is important to review the efficiency of the JSE’s current Shari’ah equity indices, in order to identify whether alternative methods of constructing a Shari’ah compliant portfolio are needed to deliver superior returns and diversification.
  • 16 May 2018

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    Evaluate alternative assets from a fresh perspective
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    Allocation to alternative asset classes such as private equity, infrastructure, real estate and unlisted credit seems to be gaining ever more traction globally.
  • 8 May 2018

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    How to take advantage of Reg 28's new offshore limits
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    Fiduciaries and other allocators of capital have never been under greater pressure to look for alternative sources of alpha to optimise returns.
  • 1 March 2018

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    How to improve the predictability of equity returns
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    Delivering persistent returns above your chosen benchmark doesn’t have to be a function of trying to pick and blend the best active equity managers, says Guy Fletcher, Head of institutional Solutions & Research at Sanlam Investments.
  • 8 June 2016

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    Investment Strategies
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    Finding the right solution to enable the best outcomes for the people depending on you is what drives us.
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