Dynamic Allocation Strategy

The Dynamic Allocation Strategy seeks to balance risk and return by allocating investment capital to different asset classes. The strategy will hold long positions in a variety of markets, including U.S. equity, foreign developed market equity, emerging markets, U.S. fixed income, and foreign developed market fixed income; the strategy will access these positions using derivatives (futures and/or forwards) and Exchange Traded Funds. Maximum equity exposure is 120%; maximum fixed-income exposure is 80%; minimum exposure to each asset class can be as low as 0%. The benchmark is the Morningstar Global Allocation Index.

For more information, please contact us at clientservices@alphasimplex.com.


“Managing Portfolio Risk”
Peter Lee, Senior Research Scientist, Portfolio Manager