Asset Allocation Solutions

Our research and technology cuts across all asset classes, traditional and alternative, assisting clients to develop diversified portfolios that better balance return, volatility, and liquidity.

  • Long-Term Capital Market Assumptions
  • Tactical Opportunities
  • Portfolio Solutions
  • Risk Assessments include:
    • Asset-Liability
    • Liquidity Traps
    • Tail Risk
    • Scenario Testing
  • Capital Budgeting / Cash Flow Analysis
10-Year Return and Risk Forecasts (As of January 1, 2021)

There can be no assurance that any expected rates of return or risk will be achieved. Expected rates of return and risk may be based upon assumptions regarding future events and conditions that prove to be inaccurate. Expected rates of return and risk should not be relied upon as an indication of future performance and should not form the primary basis for an investment decision. Future returns are not guaranteed, and a loss of principal may occur.

Sample Portfolio

The Sample Portfolio is presented for illustrative purposes only and is based on various assumptions. Such assumptions, other data, or projections may have a material impact on the returns shown. Nothing contained on this website is, or shall be relied upon as, a representation as to past or future performance, and no assurance, promise, or representation can be made as to actual returns. Past performance is not indicative of future returns, which may vary.

Forecast Covariance Matrix (As of January 1, 2021)