RQA Global Balanced Environment

Strategy Objectives

To compound total wealth at a consistent and attractive rate of growth throughout market cycles, regardless of economic environment or financial market backdrop.

Strategy Overview

Based on Structurally Balancing Portfolio Risk Exposures

The Global Balanced Environment (“GBE”) strategy uses the latest technology, real-time data, and proprietary risk models to more intelligently balance a global portfolio over time - optimizing expected performance and minimizing portfolio risk across four primary economic regimes:

•      Inflationary Boom:  Economic Growth & Inflation

•      Deflationary Boom: Economic Growth & Deflation

•      Stagflation: Recession & Inflation

•      Deflationary Bust: Recession & Deflation

Economic Regime Quandrants.png

Ultimately, a truly diversified portfolio consists of a well-balanced mix of assets fundamentally structured to thrive in every major economic environment, providing better insulation and higher degrees of consistency to portfolio performance over time.

Intelligently Adapts as Markets Evolve

Unlike traditional, static portfolios such as a 60% stocks /40% bonds or off-the-shelf versions of “risk-parity”, GBE systematically adapts its portfolio allocations to changing risk and expected return environments, resulting in more consistent portfolio growth and better downside protection over time.

Portfolio Allocations Over Time.png

What To Expect?

Long-term annual returns consistent with those of a global market portfolio, albeit with more consistency and stability over time. Due to the dynamic and adaptive nature of GBE as compared to a static global portfolio, investors should expect periods of modest underperformance in prolonged economic growth environments paired with periods of outperformance in major economic declines and bear markets.

How To Invest?

Conveniently and securely delivered with daily transparency and liquidity through separately managed accounts (SMAs) and unified managed accounts (UMAs).

Supporting Research

Taking Diversification a Step Further

Enhancing Returns with Momentum

A Trend Following Approach

When Blackjack Meets Investing