Portfolio design is all about alpha – returns in excess of a benchmark. 

Our quest for long-term, excess returns across multiple markets is based on a:

  • A multi-dimensional approach to portfolio construction, by combining different asset classes, geographic regions and investment styles
  • A deep understanding of the drivers of risk and return as they relate to specific asset classes
  • Diligent research to evaluate potential investment managers across disciplines

We combine quantitative and qualitative research to create portfolios designed to deliver long-term results in line with investor goals.

About our research

Our exhaustive research culminates in a thesis that outlines:

  • Information about the strategy’s structure (multi-manager, multi-fund, etc.)
  • Performance expectations
  • Management structure
  • Projections about how the strategy may react to different phases of the economic cycle
  • The array of alpha sources

Only then do we begin to evaluate potential investment managers.