Large Cap Core Dynamic Beta
The strategy is designed to optimize risk-adjusted returns through a dynamic and flexible investment approach. We construct the portfolio through the use of liquid ETF’s, going long low-volatility stocks, short high-beta stocks and then applying a futures overlay (S&P 500) for broad index exposure. The long/short ETF ratio’s may vary as market conditions dictate but typically remain fixed. The futures overlay is designed to provide core index exposure are varying beta targets, as dictated by our Market Regime Model. The product generally maintains a beta relative to the index of 1.