Precision Alpha

Our Precision Alpha™ process utilizes a vigorously tested methodology as the foundation for fund selection and adds proprietary manager research designed to best measure performance.

We believe that great managers deserve exposure in asset allocation models, even though they may not be style consistent. Precision Alpha™ rewards managers that add alpha while maintaining the integrity of a client's overall portfolio. The desired result of this philosophy is optimum performance potential.

The Advantage of Precision Alpha™

• Combines Returns-Based Style Analysis (RBSA) and Holdings-Based Style analysis (HBSA) for Peer Grouping
• Utilizes custom style benchmarks to measure a fund's historical alpha and rolling period RBSA to capture dynamic changes within the fund
• Enhances the precision of the historical alpha estimate through a process that includes a confidence measure, and more adequately estimates a fund's forecasted alpha
• Optimizes a fund's alpha and tracking error estimates to assist in developing develop the optimal blend of funds