Publication 07.11.2024

Volatility and dispersion:
towards a renewal of flexible strategies?

Thomas Friedberger

Thomas Friedberger

Deputy CEO & Co-CIO of Tikehau Capital

Thomas Friedberger

Nina Majstorovic

Investment Specialist, Capital Markets Strategies, Tikehau Capital

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At a glance

Today’s market environment is more favourable than ever for flexible “2.0” funds. On one hand, the gradual central bank pivot could make certain bond strategies less attractive, notably money market funds. On the other, the return of the positive correlation between rates and stocks puts an end to traditional 60/40 allocation structures, leaving room for flexible funds that are agile and dynamic. Moreover, in a market context where valuations are high, opportunities are becoming increasingly rare.

However, the significant market dislocation constitutes an unprecedented occasion for flexible strategies, capable of seizing opportunities in both credit and equity markets. Finally, the potential return of volatility also offers an additional performance lever for flexible fund managers, capable of implementing effective derivative strategies. In short, we are currently witnessing the strong resurgence of flexible strategies, which are proving essential to navigating the new paradigm.

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Highlights

Current market conditions require a more agile, flexible fund structure, going beyond the traditional 60/40 allocation model which is now proving to be unsuitable.

Segments of opportunity persist within both credit and equities: selectivity will be essential here no matter the asset class.

The notion of European sovereignty is giving rise to new investment opportunities on the old continent.

Credit is now a yield product and no longer a spread product.

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