Enhanced Investment Partners
Providing Prudent and Liquid, Institutionally-Focused, Alternative Income Solutions
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Providing Prudent and Liquid, Institutionally-Focused, Alternative Income Solutions
The Theory Behind Enhanced Dynamic®
Enhanced Dynamic® is a prudent, award-winning, quantitative equity allocation strategy that was developed to produce higher domestic equity portfolio returns while reducing portfolio volatility (higher risk-adjusted returns over a full market cycle).
The methodology identifies the current dominant equity style and cap size, indicating to strategically tilt the equity portfolio to the most productive asset class, while reducing the out-of-favor style and cap size asset classes.
The Enhanced Dynamic® methodology is employed within two proprietary strategies that add significant benefit to domestic equity portfolios:
Enhanced Dynamic® will dynamically guide the over-weighting of in-favor active U.S. equity managers, and the under-weighting of the opposing out-of-favor and under-performing investment capitalization sizes and styles, producing superior on-going sustainable risk-adjusted equity returns.
By design of the algorithmic models, the most frequent a rebalancing of a portfolio is needed is once in any 12-month period of time. Furthermore, equity portfolios are expected to remain fully invested at all times.
The Enhanced Dynamic® methodology is the culmination of decades of experience in the direction of portfolio assets for individuals, retirement plans, and institutions. Enhanced Dynamic® stands on current and proven best practices within the financial services and investment consulting industries.
Independent research organizations, academic studies, investment professionals, and practitioners have examined the Enhanced Dynamic® process and results, and verified them to be accurate and repeatable.
Finally, the strategies utilizing Enhanced Dynamic® have proven themselves to be effective in both good (rising) and bad (declining) equity markets, generating higher returns in up markets (upside capture) and declining less than equity market averages in down markets (downside capture).
