Global Asset Allocation

The Global Asset Allocation strategy seeks to achieve our clients' investment objectives by allocating portfolio holdings dynamically across asset classes, geographies and styles over a complete market cycle.

Our Approach

The Global Asset Allocation strategy follows a top-down investment approach, utilizing our proprietary multi-factor models to construct a risk-adjusted portfolio of attractive assets based on the prevailing economic conditions throughout the market cycles.

The strategy is built from the ground up using timeless fundamental principles together with solid economic underpinnings.  In order to generate a broad opportunity set and create a high degree of diversification, the strategy invests in multiple asset classes, ranging from equities, fixed income, commodities to currencies across different geographical regions.  As emotions always play a destructive role in investing, we have taken an emotion-free, systematic approach in the design of the strategy, having the investment thesis first formulated offline and subsequently validated against long history of back testing.

Rigorous Testing & 

Continuous Improvements

Disciplined Process

45-Year Back-Test

over 6 Recessions

Attention to Details

Systematic Implementation

Trusted Partner with Our Capital Co-Invested



High Return to Risk Ratio

The strategy is expected to generate a higher return to risk ratio as compared to typical equity indices, bond indices, and balanced indices

Relatively Stable Return

The strategy is expected to experience smaller drawdowns as compared to typical equity indices


Categorize economic cycle into fundamental regimes, namely: growth, recession, reflation, overheating, etc.

Classify regimes further into stages by incorporating more macro and technical variables

Determine base weights of asset classes using dynamic allocation methods

Use proprietary models for market timing of sub-assets

Deploy systematic trading strategies