ITS Dynamic Conservative

 
 

Strategy Objective

Seeks total return commensurate with a lower level of aggregate equity risk relative to other ITS dynamic allocation strategies.

FRAMEWORK

Active management is driven primarily by equity stage shifting and style rotation.

The strategy features a monthly trade capability, with equity and fixed income allocations determined by investment Stage.  Stage 1 represents the lowest equity allocation at 15%, while Stage 3 contains the highest equity exposure at 50%.  Therefore, the maximum overall range for the portfolio is 50% equity and 85% fixed income.

For equity, all domestic and foreign style-oriented categories may be utilized.  For fixed income, all fund categories are investable.  Inverse and leveraged funds are excluded.  The strategy has a +/-3% rebalance tolerance per position based upon model allocations.

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