An Interview with Jordan Brooks: Multi-Asset Strategies and Asset Allocation

Jordan Brooks of AQR emphasizes that strong multi-asset portfolios are built with breadth and flexibility, not just by mixing stocks and bonds. He argues for investing across a wide global opportunity set and adding low-correlation strategies, such as trend-following and other liquid alternatives, to help smooth returns when traditional markets struggle.

The core idea is resilience across many market and macro environments rather than relying on one economic outcome. That approach can improve diversification, but it also requires discipline around implementation, costs, and expectations. For investors and advisors, the message is clear: portfolios should be designed to withstand changing regimes while still seeking attractive long-term risk-adjusted returns.