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 01/31/2020.
A Repeatable Investment Process
Our quantitative investment process is designed to deliver consistently high risk-adjusted returns
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Step 1. Quantify
Calculate the risk that each sector contributes to the portfolio
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Step 2. Optimize
Determine the sectors with the most attractive risk/return profile.
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Step 3. Allocate
Rebalance the assets in the portfolio to match the new target allocations
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.
