We follow a rules-based stock selection process that avoids overpriced stocks—the companies most likely to fail to deliver the revenue growth indicated by their stock price.
New Age Alpha strategies are available through mutual funds,
separately managed accounts (SMAs), index licensing, and model portfolios.
Each is powered by the same disciplined process that aims to
identify the overpriced stocks, avoid the losers, and build portfolios on a foundation of actuarial science.
Our actively managed mutual and variable insurance funds are designed to aim to avoid the losers.
Our actively managed mutual and variable insurance funds are designed to aim to avoid the losers.
The funds use the
h-factor to aim to avoid overpriced stocks and reduce a risk others often
overlook: a risk caused by human behavior. The portfolios follow a rules-based process
rather than relying on forecasts about the future.
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Available to institutional and high-net-worth investors seeking customized portfolio solutions.
Our separately managed accounts offer customized portfolio solutions.
Each SMA applies the h-factor methodology to build portfolios
tailored to specific investment objectives and risk parameters.
Custom or off-the-shelf indexes powered by the h-factor methodology.
Custom or off-the-shelf indexes powered by the h-factor methodology.
License our proprietary indexes across equity, fixed income,
and multi-asset categories for use in ETFs, structured products, or benchmarking.
Our model portfolios offer a streamlined way to deliver disciplined, h-factor driven investing.
Our model portfolios offer a streamlined way to deliver h-factor strategies
across different risk profiles.
Each one is managed using a disciplined, rules-based approach.
Our model portfolios are designed to avoid the losers, and operate through changing markets,
and ensure alignment with client objectives.
The h-factor system™ delivers two solutions: one to measure and avoid the losers that you can apply to your portfolios.
The h-factor system™ delivers two solutions: one to measure and avoid the losers
that you can apply to your portfolios.
And one to build custom strategies powered by the h-factor.
Asset Classes
We build equity portfolios using actuarial science, data, and technology that aim to avoid the losers.
We build equity portfolios using actuarial science, data, and technology
that aim to avoid the losers.
Our proprietary h‑factor methodology aims to avoid stocks that our models show
may fail to deliver the revenue growth indicated by their share price.
Our multi-asset portfolios combine stocks, bonds, cash, commodities, and alternatives to support outcomes like growth, income, or reduced volatility.
Our multi-asset portfolios combine stocks, bonds, cash, commodities, and alternatives
into a single, balanced solution.
Using the h-factor across asset classes, we aim to reduce human bias at every level
of portfolio construction.
We offer fixed income strategies across the risk spectrum, including corporate investment-grade and high-yield bonds.
We offer fixed income strategies across the risk spectrum, including corporate investment-grade and high-yield bonds.
Our process combines disciplined portfolio construction with ongoing risk and performance evaluation
across geographies and liquidity tiers.
We offer long/short and market-neutral equity strategies designed to capture mispricing across different market environments.
We offer long/short and market-neutral equity strategies designed to capture
mispricing across different market environments.
By focusing on fundamentals and behavioral risk, we aim to avoid the losers
on both sides of the trade.
Delivered through the h-factor system™, these strategies integrate tax considerations into every stage of portfolio construction.
Delivered through the h-factor system™, these strategies integrate tax considerations into every stage of portfolio construction, thereby seeking to help clients improve after-tax returns without compromising investment discipline.
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