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process our models
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Investment Process

Our model construction begins with a macro view of the market: as asset classes correlate and decouple, air pockets of volatility are to be expected, and investments should be designed to dampen drawdowns whenever possible. We screen the global universe of ETFs to build diversified and balanced portfolios based on risk, expected return, unexpected tail loss and dividend yield and fees, as well as specific models to create an investment sleeve in a portfolio (e.g., Income, Inflation Protected and Liquid Alternatives).

We then construct investment models based on a portfolio of ETFs and other selected securities. We provide each client access to our models through a managed account in which we create an individualized investment model, monitor it, measure the risk and periodically rebalance it.

  investment process
   
  • Asset size/liquidity
  • Expenses/fees
  • Volatility/risk-adjusted return
  • Beta
 
  • Expected return
  • Value at Risk (VaR)
  • Yield
  • Unexpected tail loss
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Models are monitored daily with formal monthly reviews and periodic rebalancing based upon factors such as volatility, risk-adjusted return and exposures relative to target allocations.

We provide our clients with thoughtfully constructed, well-diversified portfolios with professional risk management and thorough performance reporting.

 

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