 |
|
|
|
The main characteristics of the DRM are:
The DRM is based on fundamental economic theories and employs sophisticated econometric techniques.
Effectively, the model functions as an external advisor to Highgate's portfolio managers, making recommendations that are objective and independent, devoid of emotional content and unbiased with respect to existing portfolio holdings.
On a monthly basis, after being fed the most recent financial data, the model suggests allocations to cash, fixed income and equity markets. The fixed income allocation is made up of sub-allocations to short-, medium- and long-term parts of the Treasury yield curve, and to the corporate investment grade market. The equity allocation is the sum of the sub-allocations made to the 10 industrial sectors of the Dow Jones Global Indices.
Technically speaking, the model gives asset allocation, duration bucketing as well as sector rotation recommendations. The optimal asset allocation and sector rotation recommendations are revised monthly, however monitored daily and tactically adjusted as needed.
The DRM has wide applications. Strategies can be implemented in a variety of currencies and may include: (a) multi-asset-class absolute/benchmarked return strategies; (b) single-asset-class relative/benchmarked return strategies; (c) long-only strategies; (d) long-short strategies; etc.
» further details
|
|
|
|
|
Highgate Wealth Management's managing partners have more than a century
of combined experience in the financial markets, acquired in some of
the most renowned and traditional financial institutions in the world.
» find out more |
Your link to our download documents
» find out more |
Highgate provides tailor-made solutions to individual and institutional investors.
» find out more |
|
|
|
|
|
|
|
