Alternative Investments (AI) are innovative investment strategies and concepts that lead to a better diversification and optimization of the risk-return structure. These investments include asset classes like Private Equity, Private Debt, Infrastructure, Hedge Funds, Real Estates and Commodities. Alongside their illiquidity, AI stand out, among others, due to an above average return potential. A smart addition of AIs can lead to a higher efficiency of the portfolio. Thus, the volatility can be reduced without giving up expected returns. Especially in the Anglo-Saxon area, AIs are very popular. Since a couple of years, these investments becomes quite popular in Europe as well. Living in a time with low returns on traditional assets like treasuries, AIs offer an exciting opportunity for the own portfolio.