This strategy is offered by Newton Investment Management Ltd (‘NIM’). This strategy may be managed by an affiliate of NIM.
Strategy overview
The Dynamic US Equity strategy applies the widely recognised academic theory of the Capital Asset Pricing Model (CAPM) and the Capital Market Line (CML) to develop a portfolio of three broad exposures (S&P 500®, long US Treasury bonds, and cash) designed to outperform the S&P 500® Index with a similar level of risk.
The strategy allows for modest leverage (up to 50%) to dynamically allocate across these three broad exposures or risk premiums. By design, fundamental valuation, macro, volatility and tail-risk management are incorporated into the strategy, which historically has led to low downside participation and high upside participation.
Investment team
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The strategy follows a systematic investment process driven by model recommendations. Portfolio managers use model outputs to construct the optimal portfolio. The research team maintains and enhances the systematic processes that drive portfolio weights.
A team of 17 investment professionals.
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Past performance is not a guide to future performance. Your capital may be at risk. The value of investments and the income from them can fall as well as rise and investors may not get back the original amount invested.
