Product - SMART Rebalancing®
WHAT HOW
The Investment Policy of all funds specifies a target asset allocation with ranges around each asset – allowing asset allocation to be dynamically managed within these ranges.
Traditional Rebalancing approaches to manage asset allocation within these ranges (whether Calendar or Range-based) are purely a coin toss and do not capture any intelligence.
SMART Rebalancing® is a systematic, rules based AI approach to managing asset allocation dynamically, with the potential to improve returns and Risk Management.
We use a methodical research process based on sound finance theory and conventional investment factors like Value, Economic, Sentiment and Technical. The models have been built and refined over the past 10 years.
Using a purpose-built technology suite that delivers efficiency and scalability, these mandates are customized for each fund’s Investment Policy.
Implementing these programs using a futures overlay facilitates the efficient use of cash, no other changes to the portfolio, and highly liquid, low cost holdings.