Dynamic Alpha   See Live Tear Sheet

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Primary Benchmark: S&P 500

Inception: 3/3/15

 

The strategy invests in the S&P 500 universe with a maximum equity allocation of 35 stocks and can move to 100% cash if the S&P 500 experiences significant technical weakness. The portfolio seeks to outperform the S&P 500 during bull markets by aggressively allocating to the strongest names within the S&P 500 and quickly capture new regime changes. 

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Dynamic Low Volatility

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Primary Benchmark:

Morningstar Long/Short Equity

Secondary Benchmark: S&P 500

Inception: 3/3/15

 

The Dynamic Low Volatility portfolio will constantly readjust the portfolio's correlation to the S&P 500 and volatility based on the overall health of the S&P 500.  The Strategy identifies and invests in the strongest S&P 500 stocks with both lower beta and lower volatility than the S&P 500 during sideways or non-trending periods. During normal market environments, the portfolio will target a 60% correlation to the S&P 500. During strong upwardly trending periods, the portfolio will seek to increase both risk and correlation to the S&P 500 to increase potential return. 

 

The portfolio seeks to capture upside returns, while mitigating downside volatility depending on market conditions, therefore focusing on outperforming the S&P 500 during bear markets. Lastly, the portfolios have the ability to move into 100 percent cash during market distress.

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All Weather Alternative Allocations 

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Trowbridge has developed an alternative allocation framework that invests in a variety of alternative strategies to provide diversification away from traditional asset allocation that are less dependent on market movements. The allocation models seek to achieve this objective by allocating its assets among a variety of non‐traditional or “alternative” investment strategies. The model allocates assets among investment managers with experience managing alternative investment strategies and manages a portion of the model directly to Trowbridge’s Dynamic Alpha Strategy.

 

Why Consider Non-Traditional Asset Classes Now?

 

With both equity and fixed income markets expensive relative to historical valuations caused by Fed induced liquidity investors need to think about managing portfolio risk more than ever. The traditional "40/60" or “60/40” allocation of equities and bonds may not be enough to meet long-term investment goals. Alternative’s strategies can help to lower volatility, enhance returns, and allow for lower correlations to traditional asset classes in a portfolio.   Click here to the most popular models

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Custom Solutions

 

Trowbridge helps our institutional clients create custom portfolios utilizing our proprietary models based on their unique investment objectives.  

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Institutional clients each face a different challenge. That’s why we take a consultative approach to find the right solution utilizing our proprietary quant models. 

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We can help customize solutions by:

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• Providing tactical signals to derive robust return forecasts across any asset classes.

• Proposing proprietary quantitative risk models.

• Maximizing portfolio optimization through portfolio construction.

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