Quantitative Approach - The foundation of our investment process is quantitative portfolio management and relative analysis to market and client benchmarks. We analyze segment and sector risk and return stats to better understand what is driving performance and volatility and pay close attention to portfolio sector weights and individual security concentration. We continuously measure risk and return and report client portfolio performance on a monthly basis for each account (gross risk and return stats) and the composite portfolio net management fees.

Understand Return Drivers - We focus on three critical drivers of investment performance following a disciplined framework based on statistical methods (beta, alpha, absolute volatility measures, etc.) to better understand portfolio risk and return.

Discipline 1: Investment Allocation Discipline

Discipline 2: Risk Management Discipline

Discipline 3: Security Selection and Trading