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Cookies and similar technologies are used on this website for proper function of the website, for tracking performance analytics and for marketing purposes. We and some of our third-party providers may use cookie data for various purposes. Please review the cookie settings below and choose your preference.
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Most investment managers focus on the investment side, or the “treasure hunt,” but we have seen that spending equal time on determining how much capital to put behind each investment can be even more impactful from a return perspective. The goal of capital allocation is to improve the risk-adjusted returns of our portfolio.
Performance figures may vary from actual portfolio performance, as calculations are based on end-of-day security prices and do not incorporate the actual cost basis or sale price of individual securities. One quantitative tool we use to assess our ongoing factor risk is Bloomberg PORT. Numbers may not total due to rounding.
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