Portfolio

The firm’s philosophy is that employing highly disciplined Rules Based Investing® processes leads to superior risk control due to the removal of human emotion. We seek to produce enhanced risk-adjusted returns.

Sustainable Equity

Large Cap Core– Sustainable Equity is driven by our Rules Based Investing® philosophy investing in large-capitalization U.S. companies that demonstrate management focus on Environmental, Social, and Governance (ESG) sustainability factors while also possessing factors associated with Alpha generation. Sustainable Equity seeks to generate competitive, risk-adjusted returns for investors who desire their investment portfolio to reflect their values and have a positive impact on society. The portfolio is designed to participate in up markets and to mitigate losses in down markets.

Equity Income

Large Cap Value– Equity Income follows a disciplined Rules Based Investing® philosophy investing in high-quality firms that maintain a high dividend yield. Growing dividends are an indication of an increase in a firm’s cash flows while high-quality companies have strong financials and are generally less affected by market fluctuations. Equity Income seeks to provide stable long-term returns and outperform the benchmark on a risk-adjusted basis.

All Cap Equity

All Cap Core– All Cap Equity follows Rules Based Investing® philosophy and is designed for multi-factor approach to investing in the U.S. equity markets with flexibility to invest across market capitalizations and sectors. Factors include traditional value and growth measurements, earnings estimates, and insider buying. All Cap Equity seeks to generate alpha over the benchmark.

The Asset Allocation portfolios are enhanced with the following risk management techniques:

• Diversification:
  Prudent diversification both across and within asset classes.
  
• Active & Passive:
  Combines multi-factor fundamentally weighted and index-based investments.
  
• Precision Allocation:
  Transparent ETF’s precisely allocate to asset classes providing adherence to each client’s risk tolerance.
  
• Rebalancing:
  Periodic rebalancing every 15 months seeks to enhance returns and lower risk.
  
• Tax Conscious:
  ETF’s do not have embedded gains and our rebalancing schedule creates only long-term tax events.
  
• Non-Normal Risk Adjustement:
  Serial correlation, fat tails, converging correlations.
  
• Currency Hedging:
  International holdings diversification between local currency and US dollar.
  
• Rate Change:
  Protection against both increases and decreases in interest rates.
  
• Factor Selections:
  Factor weightings and tilting according to short term alpha.

Models

Conservative Asset Allocation is driven by our Rules Based Investing® philosophy and is designed for an investor wishing to take minimal risk investing a majority of their funds in fixed income with some exposure to equities and alternatives. The portfolio is designed to participate in up markets and to mitigate losses in down markets.

Moderate Conservative Asset Allocation is driven by our Rules Based Investing® philosophy and is designed for an investor who wishes to take moderate risk investing nearly half of their funds in fixed income with some exposure to equities and alternatives. The portfolio is designed to participate in up markets and to mitigate losses in down markets.

Moderate Asset Allocation is driven by our Rules Based Investing® philosophy and is designed for an investor wishing to take moderate risk investing just over half of their funds in equities with some exposure to fixed income and alternatives. The portfolio is designed to participate in up markets and to mitigate losses in down markets.

Moderate Aggressive Asset Allocation is driven by our Rules Based Investing® philosophy and is designed for an investor who wishes to take moderate to above-average risk investing a majority of their funds in equities with some exposure to fixed income and alternatives. The portfolio is designed to participate in up markets and to mitigate losses in down markets

Aggressive Asset Allocation is driven by our Rules Based Investing® philosophy and is designed for an investor wishing to take above average risk investing a majority of their funds in equities with some exposure to fixed income and alternatives. The portfolio is designed to participate in up markets and to mitigate losses in down markets.