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Benchmark Aware or Agnostic?

A practical guide on which investment approach may best suit you.

Thomas Poullaouec, Head of Multi-Asset Solutions APAC
T. Rowe Price,  November 2021

Key Insights

  • There are various investment techniques to pursue predefined return and risk objectives. For multi-asset investors, the choice starts with the role of the benchmark in portfolio construction.
  • A benchmark-aware approach provides more transparency on portfolio outcomes as most of the portfolio’s risk and return comes from the benchmark.
  • A benchmark-agnostic approach can narrow the possible outcomes around the desired objectives but is more dependent upon the skills of the investment manager.


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