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Risk Optimized Equity Index

Objective: To deliver superior risk-adjusted investment returns, through a rich exposure of carefully selected U.S equities.

Asset Composition: Securities include domestic stocks, options, and futures.

Index Overview: The strategy is designed to take full advantage of bull markets, mitigate downside risk in neutral markets, and generate positive returns during bear markets. The index is created by a three-step methodology based on a quantitative behavioral finance model. The first step is to determine an appropriate risk level through beta optimization. The second step determines the most favorable economic sectors that are expected to be top performers based on changes in the economic and business cycles. The final step is a bottom-up security selection process, which involves a ranking procedure to select equities within the top sectors that have the most favorable performance outlook over the next three months.

Most recent “Risk Optimized Equity Index” Fact-sheet

 

 
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Tax-Efficient Blue-Chip Equity Index

Objective: This index is designed to deliver consistent tax-efficient long-term investment returns through balanced exposure to blue-chip domestic equities.

Asset Composition: Securities include stocks, options, and futures.

Index Overview: The index is designed to take full advantage of bull markets, mitigate downside risk in neutral markets, and generate positive returns during bear markets. The overall risk exposure is determined by implementing Della Parola’s proprietary beta optimization strategy. The core equity holdings are based on a bottom-up fundamental screening process, that is systematically re-balanced annually within the S&P 500 Index equity universe. 

Most recent “Tax-Efficient Blue-Chip Equity ” Fact-sheet

 

 

5 Asset Equity Index

Objective: To deliver superior risk-adjusted investment returns, through a concentrated exposure of four carefully selected U.S equities, and hedging the portfolio with a single derivative security.

 Asset Composition: Securities include domestic stocks, options, and futures.

Index Overview: The strategy is designed to take full advantage of bull markets through a carefully selected highly concentrated stock portfolio in 5 assets. The index is also designed to mitigate downside risk during bear markets. The index is created through a three-step process based on Della Parola’s proprietary quantitative behavioral finance methodology. The first step is to determine an appropriate risk level through beta optimization. The second step determines the most favorable economic sectors that are expected to be top performers based on changes in the economic and business cycles. Third step is to fundamentally select one stock from each of the four top rated sectors that have the most favorable performance outlook over the next three months.

Most recent “5 Asset Equity Index” Fact-sheet

 

 

Duration Optimized Income Index

Objective: Index seeks to maximize current income while long-term capital appreciation is a secondary objective.

Asset Composition: A broad range of income-oriented securities.

Index Overview: Targets high, consistent income for investors who desire steady income, while taking a broad-based approach to investing in income-generating bonds, preferred stock, dividend-oriented equities, and REITS. The index takes advantage of our deep analytical capabilities and quantitative expertise to take advantage of changing interest rate environments. The index systematically shifts portfolio weightings, to attractive duration and yield opportunities during volatile economic and market conditions.

Most recent “Duration Optimized Income Index” Fact-sheet

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