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Quantify The Risk

We calculate the risk of each individual asset in our portfolio to ensure we know exactly how it is behaving.

We analyze prices to determine movements and calculate statistics, such as correlation and volatility, that help us construct our risk value.

If risk is unknown, it cannot be managed. We are able to effectively manage risk by being able to quantify it.

Optimize the Risk

We use the power of today's computers to calculate the optimal amount of capital needed to achieve a specific risk target for each asset.

The optimizer evaluates each asset in the portfolio and determines whether or not it is contributing the right amount of risk to the overall portfolio.

Allocate the Capital

We invest the assets in the portfolio according to the capital amounts calculated during our optimization.

Paritas US Large Cap Core

A large cap portfolio that seeks to outperform in any market environment – We believe high returns and low risk are no longer mutually exclusive.

Sector based market opportunities are identified using a quantitative, risk based approach.

Not Just Another US Large Cap Portfolio

Bigger Isn’t Always Better

Dare to be Different

Unlike many traditional US Large Cap managers, we allocate capital based upon attractive risk profiles of market sectors without regard for their weight in the S&P 500 index. Additionally, to help protect against large market declines, should risk reach extreme levels, the portfolio can be allocated to cash.

Equal Opportunity Allocator

We identify opportunities using proprietary risk based analysis and will not hesitate to allocate capital where they exist. We have the ability to overweight the smaller sectors which can help to capitalize on potential short term opportunities.

Allocations as of 05/31/2019.

A Repeatable Investment Process

Our quantitative investment process is designed to deliver consistently high risk-adjusted returns

Systematic Rebalancing Can Add Value

Risk is constantly changing, portfolios should be adaptive

We believe the success of US Large Cap Core is a function of our ability to reallocate capital in line with our proprietary research on market risk.

Monitoring Risk

We monitor our portfolios to ensure that the risk targets have been met and that each account is optimized for the current market environment.

Key Advantages

Actively managed SMA using passive ETFs

We’ve diligently researched how to construct a US large cap portfolio with an active top-down strategy combined with highly-liquid passive ETF investments.

Straightforward Investments

US Large Cap Core invests in the sectors of the S&P 500. The portfolio has no overlap in its holdings.

Low cost and highly effective

Every ETF holding is scrutinized for quality and cost. Large Cap Core is designed to be a portfolio that provides growth over the short and long term.

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