Strategic Asset Allocation

Our strategic asset allocation models are designed to help investors manage risk and maximize return by diversifying across a comprehensive set of asset classes. Incorporating these models into your investment strategies can help provide your investors with a sound framework for portfolio construction.

Building Block Methodology
Our methodology utilizes mean variance optimization to strategically blend assets into "optimal" combinations that maximize a model's risk and return characteristics. We make use of historical and current market data to research key variables as building blocks for the mean variance optimization, including:

• Expected asset class returns
• Forecasted standard deviation (risk)
• Correlation of returns for each asset class

Using this research, we combine asset classes into portfolios designed to effectively maximize return for a given level of risk, and minimize risk for a given level of return.

Applying Strategic Allocation to Various Investment Strategies
Using strategic asset allocation as the foundation of our services, we have the flexibility to adapt and manage various active strategies that add value to your portfolio, such as:

• Strategic models with alpha maximization through fund selection
• Dynamic asset allocation
• Target maturity portfolios
• Sector modeling