This strategy is offered by Newton Investment Management North America LLC (‘NIMNA’) in the United States. NIMNA is part of the Newton Investment Management Group.
The Dynamic Global ex-US Equity strategy applies the widely recognized academic theory of the Capital Asset Pricing Model (CAPM) and the Capital Market Line (CML) to develop a portfolio of three broad exposures (MSCI ACWI ex-US, long US Treasury bonds, and cash) designed to outperform the MSCI ACWI ex-US 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 is expected to provide low downside participation and high upside participation.
Our investment team of research analysts and portfolio managers work together across regions and sectors, helping to ensure that our investment process is highly flexible.
A team of 17 investment professionals.
- years’ average investment experience
- years’ average time at Newton
Portfolio manager, asset allocation team
Global head of multi-asset solutions
James H Stavena
Head of portfolio management, multi-asset solutions
Torrey K Zaches
Portfolio manager, multi-asset solutions
- Dynamic Global ex-US Equity seeks to outperform the MSCI ACWI ex-US Index while maintaining a similar level of risk. The strategy’s excess returns are expected to have a very low correlation to its peer group, including traditional stock-selection and factor-based approaches.
MSCI ACWI-ex U.S.
The MSCI ACWI-ex U.S. performance benchmark is used as a comparator for this strategy. Information about the indices shown here is provided to allow for comparison of the performance of the strategy to that of certain well-known and widely recognized indices. There is no representation that such index is an appropriate benchmark for such comparison.
- July 05, 2018
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.