Equity Products |
Small Cap is based on the philosophy that equity price movements are driven primarily
by growing earnings expectations. Proprietary research breaks down the universe of
potential investments to those equities whose prices are most driven by high momentum of
analysts’ earnings estimates. Our proprietary earnings estimate revision model allows us
to effectively capture and utilize the extensive earnings research reported by the major
services to identify companies with growing earnings estimates. Companies are typically
identified for investment if there is strong consensus among analysts regarding the growth
of earnings estimates or if they have “broken out” to begin having strong, growing
consensus estimates. The portfolio is then optimized to constrain overall portfolio risk
factors within one standard deviation of the Russell 2000 Index. |
Fixed Income Products |
Tactical Duration is geared to provide enhanced returns on short-term fixed income
investments. Tactical Duration only invests in U.S. Treasurys and Agencies with
maturities of five years or less. There are no derivatives or leverage of any sort in the
portfolio, so risk remains low and funds are always readily available. But unlike
traditional strategies, Tactical Duration relies on computer-based modeling to account
for a variety of complex and sophisticated principles and variables inherent in the
government securities market. Tactical Duration provides enhanced returns by
identifying pricing anomalies at longer maturities on the treasury yield curve and capturing
the resulting “capital gains.” |
