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.

Strategy Overview

The Dynamic US Equity strategy (DUSE) 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 (S&P 500®, long 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 premium. 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

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.

20
years’ average investment experience
13
years’ average time at Newton

Strategy Profile

Objective

DUSE seeks to outperform the S&P 500® Index while maintaining a similar level of risk. The strategy’s historical excess returns exhibit very low correlation to its peer group, including traditional stock selection and factor based approaches.

Benchmark

S&P 500® Index

The S&P 500® Index 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.

Strategy inception

August 31, 1989

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.