We combine a systematic quantitative model with manager alpha to dynamically harness the power of historically uncorrelated, pure factor strategies.
We apply a systematic strategy that optimizes multiple historically uncorrelated factors, including value and momentum. Moreover, we integrate a dynamic adaptive risk management overlay to create the perfect combination of quantitative and qualitative decision making.
Our research and disciplined approach is applied across our traditional and alternative investment strategies:
Here is an example of how our ValMo strategy results in a diversified portfolio positioned for long-term growth in our Global Equity Fund.