Investment Strategy
Core
Maximum global diversification across all major asset classes — with equity-type returns and weekly rebalancing.
Asset Allocation
Market Cap. Weighted. Rebalanced weekly. Dynamic Leverage. Active Risk Management.
Equities and REITS
Tactical Leverage
Bonds
US
Bonds
Int’l
Commodities
CMDTY
Performance Data Available Upon Request
Detailed performance history, benchmark comparisons, and audited results are available to qualified investors. Contact us to request the full strategy fact sheet.
How It Works
The Core Strategy seeks to track the performance of all the world's major asset classes: global equities (including REITs), global bonds (government and corporate), and commodities — by weighting each asset class according to its market capitalization to ensure that the fund accurately represents the current state of the global markets.
Investment Thesis
Given global economic uncertainties, the Core Strategy maximizes diversification while maintaining equity-type returns by increasing systematic risk — the driver of long-term returns.
The strategy has a growth investment structure that seeks to increase the risk/return of a global market portfolio.
Tax Efficiency
Uses passive ETFs and futures contracts taxed at 60% long-term / 40% short-term capital gains, regardless of holding period. Net losses may be carried forward to offset future gains.
Risk & Volatility
Target annualized volatility of 20%. For context, the S&P 500 has averaged 15–20% volatility over the past 30 years. Actual volatility may vary slightly based on rebalancing frequency.
Who Is This Strategy For?
Ideal for individuals and institutions willing to take on S&P 500-level risk who also want a more diversified mix of asset classes. The diversification increases probability of positive expected returns while making the strategy uncorrelated to any single equity benchmark.
Interested in the Core Strategy?
Schedule a call to learn about minimums, access, and onboarding.
