Process
Our investment objective is to outperform the assigned benchmark while seeking to control volatility and risk
Active Management Market Data
AMMD is a curated database spanning 30+ years, covering over 20,000 strategies and 55,000 global securities.
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Screening the Right Data
Markets are unique, and we consider their various nuances in the first step of our investment process.
Leveraging AMMD we analyze portfolio and position-level data to identify the style regime likely to outperform in the current market environment.
We then screen and select a data set of strategies we believe exhibit the characteristics that point to future outperformance.
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Multi-Expert Modeling
The data set identified in our screening process is then put through a rigorous review.
We analyze the collective behavior of all the portfolio positions to capture predictive level insights and forecast the attractiveness of individual securities, sectors and factors we believe are best suited for the current market conditions.
Managing Risk
Our multi-expert perspective provides an edge in determining which stocks, sectors and factors are best positioned to meet our clients’ unique investment objectives.
The final step is to construct a portfolio composed of stocks designed to optimize returns while focusing our risk management on downside protection.