KSPY: Overview of Hedgeye’s Proprietary Risk Range™ Signals & A New ETF To Help Manage Risk In US Equities
Wednesday, October 16, 2024 1:00 pm - 2:00 pm EDT
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Event Details:
KSPY: Overview of Hedgeye’s Proprietary Risk Range™ Signals & A New ETF To Help Manage Risk In US Equities Wednesday, October 16, 2024 1:00 pm - 2:00 pm EDT
With equities reaching record valuations, volatility is becoming a significant concern for investors. The top 10 stocks in the S&P 500 currently account for about 35% of the index's market value, which is higher than the 27% share they had during the tech bubble in 2000.1 This concentration could potentially increase risk by skewing performance towards certain sectors or companies. We believe now may be an opportune time for investors to consider a strategy that aims to reduce volatility and provide a downside hedge like KSPY.
KraneShares recently partnered with Hedgeye Asset Management (HAM) to bring their renowned Risk Range™ signals to investors through the KraneShares Hedgeye Hedged Equity Index ETF (Ticker: KSPY). KSPY can potentially offer a more balanced approach to participating in US equity markets while managing risk.
Join Hedgeye Asset Management CIO John McNamara III and KraneShares CIO Brendan Ahern as they discuss:
- Overview of Hedgeye’s Proprietary Risk Range™ Signals
- The S&P 500's disproportionate sector and company exposure
- The potential benefits associated with option-hedged equity products
- Overview of the KraneShares Hedgeye Hedged Equity Index ETF (Ticker: KSPY)
- Comprehensive Q&A
Investors can submit questions by emailing [email protected]
- Data from Bloomberg as of 9/30/2024
The webinar contains the speakers’ opinions. It should not be regarded as investment advice or a recommendation of specific securities. Holdings are subject to change. Securities mentioned do not make up the entire portfolio and, in the aggregate, may represent a small percentage of the funds.
For KSPY standard performance, top 10 holdings, risks, and other fund information, please click here.