Total Return

Inception date Benchmark Total strategy assets Product literature
June 30, 2006 BofA Merrill Lynch 1-Month LIBOR
60% MSCI World (ND)/ 40% CG WGBI (USD)
$828.2M (As of October 2017) Strategy profile (PDF)
  • Highlights
  • Performance

Objective**

The strategy seeks to deliver a more efficient risk/return profile than a traditionally balanced global portfolio through dynamic risk allocation and drawdown control.

Product highlights

We believe the dynamic risk allocation process leads to a more efficient risk/return profile

  • Actively allocates across four major sources of market risk (equity, credit, rate, and inflation) vs. static risk parity
  • Three key components of our investment process are building a strategic policy portfolio, dynamically allocating risk, and actively executing investment strategies
  • Can potentially be used as an effective complement to static risk parity strategies and is designed to be a core portfolio holding

 

 

Investment team

Assets may include accounts that are not reflected in the composite.

**The strategy also seeks a positive total return. No assurance can be given that the investment objective will be achieved or that an investor will receive a return of all or part of his or her initial investment. Actual results could be materially different from the stated goals. Investors should carefully consider the risks involved before deciding to invest. See the product profile for a summary of risk considerations. As with any investment, there is a potential for profit as well as the possibility of loss.