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In a Zero Rate Environment, we aim to give investors a significant real return, for a constrained amount of market risk. Providing daily liquidity with limited drawdowns for shorter holding horizons.

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• Targeted volatility less than 5%

• Target Return 5-7%

• Asset Class: US Fixed Income and S&P 500 Equity Index

• Beta to equity index capped at 0.25. Thus drawdowns less than 25% of equity index

• No AUM constraint, No FX translation exposure

• Underlying US 10yr yield model developed in 2004, created the 5% vol version in April 2019

  Returns post April 2019 are out of sample walk forward

• 2015-2019 average intra-year max drawdown 1.3%, 2020 pandemic – black swan outlier 4.5%

• Competitive fee structure 

• Currently available in managed account form