ABOUT THIS STRATEGY
The strategy seeks to provide positive absolute returns with true diversification by offering low correlation to stocks and bonds. We invest in a portfolio of traditional and nontraditional investable risk premia derived from equity, fixed income, currency and commodity asset classes. By targeting a broad collection of statistically independent sources of return, we believe we are in a position to create a more robust portfolio that provides, over time, a generally more stable source of return with a targeted volatility of 7% to 9%, significantly less than the long-term volatility of stocks.
Seeks Constant Volatility
The portfolio targets 8% volatility over a full market cycle.
Target Absolute Return
The portfolio seeks to deliver absolute returns over a full market cycle.
The portfolio seeks to provide diversification by offering low correlation to traditional assets such as stocks and bonds.