angle-left null Dynamic US Equity

Dynamic US Equity

Active Equity US
  • Benchmark S&P 500® Index
  • Inception Date August 1989

Strategy Overview

The Dynamic US Equity Strategy seeks to outperform the S&P 500® Index while maintaining a similar level of market risk over the long term. The investment process applies traditional capital market theory and the firm's asset allocation approach to dynamically allocate across the S&P 500 Index, the Bloomberg Barclays Long Treasury Index, and cash. It utilizes a proprietary asset allocation model that identifies long-term asset class return, risk, and correlation expectations to construct a risk efficient portfolio that is expected to outperform the S&P 500 index. All decisions regarding the portfolio are based on forward-looking expected returns and current market factors. Defensive signals are designed to mitigate downside risk. Exposure to the S&P 500 and the Bloomberg Barclays Long Treasury Index is gained via index funds and exchange traded futures and options. There is no active security or sector selection. The maximum combined gross exposure to stocks and bonds is 150%.

Please note that all investment strategies involve risk.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.