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Strategy Selection: Absolute Return Strategies - Transparency brings absolute return clients back to reality.

Byline: Paula Garrido

Traditionally, benchmarks have been the best tool for monitoring the health of investment portfolios. However, disappointing market performance at the beginning of the decade has resulted in increased interest in absolute return strategies among institutions across the world.

By getting rid of benchmarks, absolute return managers are free to exploit return opportunities across a wide range of investment products, but when entering into this benchmark-free zone investors are faced with some important challenges, including how to evaluate the performance of their managers.

There is no doubt that absolute return strategies have a role to play ...

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