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Why risk parity investors have lost faith

Reported by Top1000funds
May 22, 2026· 2 min read
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Key Takeaways
  • • The primary source is a Top1000funds.com article titled "Why risk parity investors have lost faith," but the body text available is truncated to a teaser describing risk parity as an investment strategy designed to f[...] and referencing correlations, with author Kasper Lorenzen of PFA and tagged as Risk Parity.
  • • The teaser's own wording is incomplete, so the specific reasons investors have reportedly lost faith in risk parity cannot be confirmed from the available text.
  • • The surrounding page content consists of unrelated Top1000funds.com headlines on real estate, pension governance, benchmarking, private markets pacing, AI risk, and CIO roles, none of which concern risk parity.
Summary
Top1000funds.com has published an article titled "Why risk parity investors have lost faith," with a byline credit to Kasper Lorenzen of PFA and a Risk Parity tag, and a teaser that frames the strategy as one designed to f[...] and touches on correlations. The available text cuts off before the article's analysis, so the specific drivers of investor disillusionment, performance data, and any allocator responses cannot be confirmed from this source.

The page materials surrounding the article cover distinct institutional topics, including Australian Retirement Trust's real estate strategy, a governance review of Danish pension fund ATP, the Transport for London Pension Fund's Bridgewater Pure Alpha mandate, CalPERS' private markets program, LPPI's approach to AI risk, and ACC's CIO views. These items are not connected to the risk parity story and are not used as evidence here.

Readers seeking the full analysis should consult the original Top1000funds.com article, which requires a subscription to access.

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Sources

1 outlet

AlphaMaven summarised this story from the reporting below. Each link opens the original article.

Top1000funds Why risk parity investors have lost faith