- Portfolio risk management is the integration of individual stock sell disciplines, benchmark sector/group tolerances and stock position sizing
- Diversification is core to our investment process.
- Portfolios are monitored on a daily basis relative to their respective benchmarks.
- Portfolios with the same benchmark have similar structures.
- We monitor sector and industry weights across similarly-structured portfolios relative to their benchmarks regularly to minimize tracking error.
- Initial position size ranges from 0.50% - 1.00%.
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