This strategy serves as the core U.S. Large Cap Equity allocation in client portfolios. This would typically represent anywhere from 70-100% of the U.S. Equity allocation within an account.

Larger Accounts:

For larger accounts, we would typically use this as the heart of the U.S. Equity allocation, and satellite it with smaller positions that are more thematic and have higher tracking error to the benchmark.

Smaller Accounts:

For smaller accounts, this is a great strategy for the full allocation as it exhibits better downside protection than a standard passive index, while also generating a positive alpha.

Whether it is a small-cap strategy, sector investment, or thematic allocation, we are more confident in making tactical decisions knowing that we have a large core allocation to our Adaptive US Factor Strategy.

Read more about applications of this index within a portfolio:

Index Implementation