Fixed Income Factor-Based Model
Advanced factor-based algorithm that optimizes portfolio allocations based on forward-looking value, momentum, correlations, volatility, and stress testing across 23 sub-sector ETFs in the Fixed Income market. Strategy serves as a core Fixed Income total return allocation.
AI-based Equity Income Model
AI and machine learning-based Equity income model that provides dividend yield pick-up and strong risk-adjusted returns by optimizing exposure to constituents of the FTSE High Dividend Yield Index. Strategy serves as a core Equity income portfolio.
Equity Factor-Based Model
Optimal portfolio of Factor-based ETFs covering Value, Size, Low Volatility, and Momentum, all with quality filters. Additional periodic portfolio rebalancing can be implemented based on a long-term momentum overlay applied to the distinct factor strategies that span the US, EAFE and Emerging Markets. Strategy serves as a core Equity allocation.
Equity Volatility-Based Model
Volatility-linked algorithm based on short-term volatility clustering and proprietary calibration of five broad market ETF weightings. Individual sector weights are appropriately scaled based on their own volatility range and portfolio risk targets. Strategy is attractive for portfolios focused on managing risk more actively across market cycles.
