Dynamic Allocation Strategy

The Dynamic Allocation Strategy seeks to balance risk and return by allocating investment capital to different asset classes. The portfolios 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 portfolios will access these positions using derivatives (futures and/or forward contracts) and Exchange Traded Funds. Maximum net notional exposure is 200%; 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