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Objective
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Dynamic Global ex-US Equity seeks to outperform the MSCI ACWI ex-US Index while maintaining a similar level of risk. The strategy’s excess returns are expected to have a very low correlation to its peer group, including traditional stock-selection and factor-based approaches.
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Performance Benchmark
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MSCI ACWI-ex U.S.
The MSCI ACWI-ex U.S. performance benchmark is used as a comparator for this strategy. Information about the indices shown here is provided to allow for comparison of the performance of the strategy to that of certain well-known and widely recognized indices. There is no representation that such index is an appropriate benchmark for such comparison. -
Strategy inception
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July 05, 2018
This strategy is offered by Newton Investment Management North America LLC (‘NIMNA’) in the United States. NIMNA is part of the Newton Investment Management Group.
Strategy Highlights
The Dynamic Global ex-US Equity strategy applies the widely recognized academic theory of the Capital Asset Pricing Model (CAPM) and the Capital Market Line (CML) to develop a portfolio of three broad exposures (MSCI ACWI ex-US, long US Treasury bonds, and cash) designed to outperform the MSCI ACWI ex-US Index with a similar level of risk.
The strategy allows for modest leverage (up to 50%) to dynamically allocate across these three broad exposures or risk premiums. By design, fundamental valuation, macro, volatility and tail-risk management are incorporated into the strategy, which is expected to provide low downside participation and high upside participation.
Investment Team
The strategy is managed by an experienced team with a wide range of backgrounds. In-house research analysts are at the core of our investment process, and our multidimensional research capabilities help to promote better-informed investment decisions.
A team of 13 investment professionals.
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Past performance is not a guide to future performance. Your capital may be at risk. The value of investments and the income from them can fall as well as rise and investors may not get back the original amount invested.
