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