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 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
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 13 investment professionals.
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.