In our efforts to provide diverse and unbiased thought leadership and due diligence for our clients, we have teamed up with multiple industry leaders and investment management firms to deliver independent research and commentary.

Our proprietary portfolio strategist due diligence process is based upon the same theory and math Ibbotson & Associates used to reach their conclusions. It is a first-of-its-kind process that goes beyond traditional research to determine the amount of the portfolio’s return that is driven by market movement. This unique ability to evaluate investment strategies allows us to accurately group strategies into our three mandates and monitor them to ensure we continue getting the diversification we are expecting.

Proprietary Research:

Recognizing the impact of the 2010 Ibbotson & Associates study, we have developed a regression analysis based research process allowing us to:
• Determine the amount of a portfolio’s return that is driven by market movement
• Identify and accurately group strategies into the three mandates
• Monitor strategies to ensure we get the diversification and risk management we expect

Influence of MM

The power of our process is in the ability to optimally combine strategies together across the three mandates. We believe it is critical to understand not only a strategies market movement exposure, but also the contribution that strategy has to the overall volatility of the portfolio. By identifying and understanding that, we can better diversify manager risk and develop optimal three mandate portfolios.

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