Systematic Investment Strategies For
Advanced Global Asset Allocation

RESOLVE GLOBAL RISK PARITY:

12% VOLATILITY (USD)

“Don’t confuse symmetry with balance.” – Tom Robbins

Talk to Us

RESOLVE GLOBAL RISK PARITY: 12% VOLATILITY (USD)

 

MANDATE HIGHLIGHTS

Investment Vehicle: Separately Managed Account
Custodian: Interactive Brokers
Eligibility: All Registered & Non-Registered Accounts
Liquidity: Daily
Style: Global Tactical Asset Allocation
Investment Type: Long Only

Inception Date: February 2016
Volatility Mandate: 
12% Target Volatility
Currency: 
USD
Leverage: Yes
Currency Hedge: None

Calendar Performance

This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.

AVERAGE ANNUAL RETURNS

RETURN RISK METRICS

This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.

Systematic Investment Strategies For
Advanced Global Asset Allocation

Month-End Holdings and Risk Statistics

MONTH-END ASSET ALLOCATION

ESTIMATED MONTH-END RISK CONTRIBUTION

This is composite performance. Please refer to “Risk Contribution Disclosure” at the bottom of this page.

ASSET ALLOCATION CHANGES THROUGH TIME

1 Benchmark Disclaimer

The Benchmark approximates the returns to a Global Balanced Portfolio in U.S. dollars. It consists of the following investable universe of low-cost Exchange Traded Funds: 60% Vanguard Total World Stock Market, 20% Core US Aggregate Bond Index, 20% SPDR Barclays International Treasury Bond.

2 Performance Disclaimer
The performance data above represents the performance composite of all ReSolve Global Risk Parity: 12% Volatility (USD) mandates managed by ReSolve Asset Management Inc. Performance is expressed in US dollars, net of a management fee of 1.45% annualized from composite inception to March 2021, and net of a management fee of 1.20% from March 2021 onwards. Indicated returns of one year or more are annualized. Past performance is not indicative of future performance.

Performance Disclosures
Past performance is not indicative of future performance. The performance data above represents the performance composite of the referenced mandate managed by ReSolve Asset Management Inc. Indicated returns of one year or more are annualized. Actual performance for individual client accounts may vary from the rate of return quoted within the documents depending on the timing of the initial investment and subsequent additions and/or withdrawals.

Risk Contribution Disclosure
Portfolio Risk Contribution is computed as the standard deviation of daily return observations. Individual asset risk is computed as the weighted marginal portfolio risk. Asset covariance is estimated using daily returns over the previous 50-days.