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An innovative solution to enhance large cap equity volatility while attempting to deliver solid returns. The strategy aims to perform with strong defense to the 500 largest market capitalized companies by applying 4 separate but linked risk approaches. This top down Risk Management is based on Alpha Vee’s unique approach. Market, Inflation Sector and Selection risk management is deployed in a systematic and robust investment strategy.
The strategy uses an adaptive approach to Risk Management. Market Risk is evaluated and moderated with treasuries. Inflation Risk is reviewed and when elevated, inflation protected treasuries are selected, Sector Risk weights are tilted when favorable and final Selection Risk is based on fundamental factors. The research is deployed each 90 day period.
Traditional portfolio and index approaches aim to match the performance of a broad market index by investing in all, or a representative sample, of the stocks in the index. This strategy goes significantly further, combining systematic Large cap exposure with additional volatility reducing potential provided by short term strategies. This unique approach allows the strategy to retain key attributes of systematic equity and bond approaches, while also seeking to deliver stable return performance with low standard deviation over time.
Provides stable potential in one of the most efficient segment of the equity and treasury markets. In the Alpha Vee Risk Managed Enhanced US Equity strategy, returns are driven by a variable bond portfolio designed to generate stability during market stress periods, adding a structural yield advantage that is repeatable and has been a proven way to outperform the broad market over long investment time horizons.
Available through Smartleaf, Amplify, Fusion or Direct Indexing
This risk managed strategy evaluates Mid-Cap US equities. The strategy selects the top ranked 50 equities based on an Alpha Vee fundamental multi-factor approach. Using Return on Capital, Return on Equity, Price to Operating Cash Flow, Debt to % Equity and Alpha Vee's Sector factors to construct the strategy.
The strategy adjusts market risk by dynamically allocating either ISHRS 7-10Y.TRSY.BD. (IEF) or TIPS BOND ETF (TIP) between 0% and 80% of the portfolio according to proprietary fundamental based indicators that score quality and value of the market. Inflation Risk is managed by replacing the bond position from IEF to TIP when the inflation rate is elevated. Equities are weighted by free-float market capitalization and rebalanced every 3 months. The final strategy can have 1, 50 or 51 positions based on the signals.
Available through Smartleaf, Amplify, Fusion or Direct Indexing
The term “SMID” is a contraction of “small and mid caps”. The listed companies with small and medium-sized capitalizations. There is no universal scale for classifying small and medium-sized capitalizations. In this case the Alpha Vee Top 5 Sector SMID Equity and Treasury bond research model seek $300M to 5Billion. SMID caps are generally less covered by analysts, less liquid, and generally more volatile in the short and medium term than large caps. However, as they are less mature typically, SMID caps could offer more attractive earnings growth potential. In addition, share price depends frequently on their own growth potential, SMID caps can be better shielded from macroeconomic risks provided they are not too exposed to the global market, that is, that their revenue is not generated abroad. For all these reasons SMID caps offer attractive advantages in terms of diversification for equity portfolios.
Risk Management is accomplished top down: Market Risk -> Inflation Risk -> Sector Risk and finally Selection Risk. The market risk management is accomplished by variable allocation to a bond index (iShares 7-10yr Treasury or TIPS BOND ETF), based on a proprietary fundamental momentum signal of the U.S. equity market. The strategy at any time can dynamically adjust to holding a single bond position (1 ETF), just an equity position (50 securities) or a combination of both (51 positions) based on the market signal. Inflation Risk is managed by replacing the bond position from IEF to TIP when the inflation rate is elevated and vice versa when low. The universe is segmented by sector. Each sector is separately evaluated through a fundamental momentum metric that capture the fundamental factors specific to each individual sector. The Top 5 sectors most likely to accelerate are systematically chosen. Equity selection is done though a combination factor based scores. The 50 stocks are chosen from the combined Top 5 sectors and weighted based on the sector weights. The strategy is rebalanced and reconstituted quarterly. Available through SmartX, Smartleaf or Direct Indexing
This strategy invests in Canadian equities from all sectors. The strategy adjusts market risk quarterly by dynamically allocating ISHRS CANADA GOV. BD. (XGB) between 0% and 100% of the portfolio according to proprietary fundamental based indicators that score quality and value of the market. Sector weights are based on selecting the top 5 sectors according to proprietary fundamental quality indicators. The sectors are automatically adjusted according to S&P TSX TR every 3 months. The stock component is composed of 50 stocks based on customized factors. Market cap is over $5B. Stocks are weighted Equally. The long component is rebalanced every 3 months. Currency is Canadian Dollar. The strategy systematically evaluates selection, sector and market risks. Selection risk is managed by selecting equity positions based on combined scores of value and quality metrics. Sector risk is managed by identifying the top 5 sectors as chosen through a proprietary fundamental momentum metric that ranks all 10 identified sectors. The strategy manages market risks by dynamically allocating to a bond position though an ETF ISHRS CANADA GOV. BD. (XGB) and weights that positon from 0% and 100% of the strategy based on a proprietary fundamental signal of the U.S equity market. The number of positions in each sector is based on the sector's weight and are weighted equally within the sector. Strategy components include approximately 50 Canadian equity positions and one bond ETF position. The strategy at any time can dynamically adjust to holding a single bond position (1 ETF), just an equity position (50 securities) or a combination of both (51 positions) based on the proprietary market signal. Market cap threshold is over $1B. The strategy is rebalanced and reconstituted quarterly. Currency is Canadian Dollar. Available through Direct Indexing
This strategy evaluates S&P/TSX Sector ETFs. The strategy adjusts market risk by dynamically allocating ISHRS CANADA GOV. BD (XGB) between 0% and 100% of the portfolio according to proprietary fundamental based indicators that score quality and value of the market. Sector weights are based on selecting the top 5 sectors according to proprietary fundamental quality indicators. The sectors are automatically adjusted according to the benchmark every 3 months. The Strategy is rebalanced every 3 months. Currency is Canadian Dollar. The final strategy can have 1, 5 or 6 positions based on the signals. Direct Indexing
Investing in sustainable transport infrastructure is something national and local leaders want as a way to cut climate-warming emissions. The benefits of low-carbon transport go beyond money, offering social, economic and environmental advantages over business as usual. Sustainable transport cuts down on road congestion, air pollution, urban sprawl and the use of motor vehicles. This strategy tracks an investable universe of equities from industries related to building out the green transportation supply chain. We believe this "one to many" focus can reward investors with a long time horizon. This includes suppliers and manufacturers of components, batteries, fuel cells, materials, sensors, autonomous vehicles, power trains, etc ... Only equities traded on US exchanges with market capitalization above $100M and a minimum average daily volume of $1M are eligible to be included in the strategy. The universe consists of approximately 30 equities, is reconstituted and rebalanced monthly. The equities are weighted by their free-float market capitalization. Available through SmartX, Smartleaf or Direct Indexing
The Alpha Vee Quality Yield Strategy seeks to provide superior risk-adjusted results of a blend of 3 ETF’s. This strategy provides an alternative to low standard deviation long only fixed income. The model dynamically evaluates and allocates each month based on 1 month relative momentum to determine constituent weight. Exposure is achieved using exchange-traded funds (ETFs) and is rebalanced monthly. The strategy is comprised of medium duration treasuries (IEF), Preferred/Hybrid shares (PFF) and Market Covered Call (RYLD). Returns are total returns. Available through SmartX, Smartleaf, C8 Technologies, BX Partners or Direct Indexing
The Alpha Vee U.S. Large Cap Dividend 100 strategy selects 100 equities from a universe of the 500 largest U.S equities based on market capitalization. The equities are selected based on their Beta,dividend yield growth rankings and weighted by market capitalization. The strategy is reconstituted and rebalanced quarterly. Available through Smartleaf or Direct Indexing
The Alpha Vee U.S. Large Cap 100 strategy selects 100 equities from a universe of the 500 largest U.S equities based on market capitalization. The equities are selected based on their Beta ranking and weighted by market capitalization. The strategy is reconstituted and rebalanced quarterly. Available through Smartleaf or Direct Indexing
The strategy aims to perform with strong defense to the 500 largest market capitalized companies by applying 3 separate but linked risk approaches. This top down Risk Management is based on Alpha Vee’s unique research on Fundamental Momentum. Market, Inflation Sector risk management is deployed in a systematic and robust investment strategy. Risk Managed Top 5 Sector ETF is an investment strategy that seeks to provide returns that are similar to equity markets but with less risk. This strategy aims to experience positive returns when the stock market is up and smaller losses than the market during more volatile periods. Investors with a long time horizon and low tolerance for capital losses may benefit from exposure to dynamic defensive strategies. This strategy evaluates iShares Sector ETFs. Using Alpha Vee's well proven and documented research on Fundemental Momentum, the strategy pivotes to the 5 sectors that may accelerate during the period. Furthermore, this approach adjusts market risk by dynamically allocating either ISHRS 7-10Y.TRSY.BD. (IEF) or TIPS BOND ETF (TIP) between 0% and 100% of the portfolio according to proprietary fundamental based indicators that score quality and value of the market. Inflation Risk is managed by replacing the bond position from IEF to TIP when the inflation rate is elevated and vice versa when lower. Sector weights are based on selecting the top 5 sectors according to proprietary fundamental quality indicators. The sectors are automatically adjusted according to the largest 500 market cap weighted companies every 3 months. The strategy is rebalanced every 3 months. The final strategy can have 1, 5 or 6 positions based on the signals. Available through CBOE, SmartX, Smartleaf, C8 Technologies, BX Partners or Direct Indexing
The strategy aims to perform with strong defense to the 500 largest market capitalized companies by applying 4 separate but linked risk approaches. This top down Risk Management is based on Alpha Vee’s unique research on Fundamental Momentum. Market, Inflation Sector and Selection risk management is deployed in a systematic and robust investment strategy. An innovative solution to enhance large cap equity volatility while attempting to deliver solid returns.
The strategy uses an adaptive approach to Risk Management. Risk is variable and the methodology strives to vary instruments for moderate risk. Market Risk is evaluated and moderated with treasuries. Inflation Risk is reviewed and when elevated, inflation protected treasuries are selected, Sector risk is managed by identifying the top 5 sectors as chosen through a proprietary fundamental momentum metric that ranks all 10 identified sectors and final Selection Risk is based on fundamental factors. The research is deployed each 90 day period. Strategy components may include approximately 50 equity positions and one bond ETF position. The strategy at any time can dynamically adjust to holding a single bond position (1 ETF), just an equity position (50 securities) or a combination of both (51 positions) based on the proprietary market signal.
Traditional portfolio approaches aim to match the performance of a broad market index by investing in all, or a representative sample, of the stocks in the index. This strategy goes significantly further, combining systematic Large cap exposure with additional volatility reducing potential provided by short term adjustments. This unique approach allows the strategy to retain key attributes of systematic equity and bond approaches, while also seeking to deliver stable return performance with low standard deviation over time. Provides stable potential in one of the most efficient segment of the equity and treasury markets. In the Alpha Vee Risk Managed Top 5 Sector Equity and Treasury Bond strategy, returns are driven by a variable bond allocation that seeks to generate stability during market stress periods, adding a repeatable risk methodology and has been a proven way to outperform the broad market over long investment time horizons. Available through CBOE, SmartX, Smartleaf, C8 Technologies, BX Partners or Direct Indexing
This risk managed strategy evaluates US equities from the universe of the S&P 500. The strategy selects the top ranked 50 equities based on an Alpha Vee fundamental multi-factor approach. Using Return on Capital, Return on Equity, Price to Operating Cash Flow, Debt to % Equity and Alpha Vee's Sector factors to construct the strategy.
The strategy adjusts market risk by dynamically allocating either ISHRS 7-10Y.TRSY.BD. (IEF) or TIPS BOND ETF (TIP) between 0% and 80% of the portfolio according to proprietary fundamental based indicators that score quality and value of the market. Inflation Risk is managed by replacing the bond position from IEF to TIP when the inflation rate is elevated. Equities are weighted by market capitalization and rebalanced every 3 months. The final strategy can have 1, 50 or 51 positions based on the signals. Available through SmartX, C8 Technologies, BX Partners or Direct Indexing
This strategy evaluates 15 equity positions with market cap greater than $50B (Mega Cap). The stocks selected are those that meet eligibility requirements and have the best combined score in terms of stable revenue and income growth factors as well as low leverage and high momentum factors. Stocks are weighted by free-float market capitalization. The strategy is re-balanced every 3 months. Available through SmartX, C8 Technologies or Direct Indexing
The strategy is designed to select securities of large- and mid-capitalization international companies with attractive growth, valuation, and quality fundamentals. The universe of the strategy is comprised of large- and mid-capitalization equity securities of global issuers in developed and crossover markets, excluding the United States. Crossover markets are defined as Taiwan, South Korea, Hong Kong & China. To construct the strategy, the strategy provider first screens the underlying universe for securities, selecting those with higher profitability, return on assets, return on equity, and gross margins. The strategy provider next determines a growth score and a value score for each selected security. The growth scores are based on sales, earnings, operating income, profitability and cash flows. The value scores are based on value, earnings yield, dividend yield, and cash flow metrics. The scores are used to construct a growth sleeve, a value sleeve and a crossover market sleeve that are blended to form the final portfolio. Though component securities of the strategy may change from time to time, the strategy typically consists of 300–500 securities and, as of May 31, 2018, the market capitalization range of the strategy was approximately $5 billion and larger.
This risk managed strategy invests in US equities from the universe of the S&P 500. The stratregy selects the top ranked 50 equities based on an Alpha Vee fundamental multi-factor approach. Using Return on Capital, Return on Equity, Price to Operating Cash Flow, Debt to % Equity and Alpha Vee's Sector factors to construct the strategy. The strategy adjusts the market risk monthly by dynamically hedging with the S&P 500 Total Return between 0% and 80% according to Alpha Vee's fundamental momentum based indicators that score quality and value of the market. Equities are weighted by market capitalization and rebalanced every 3 months. Available through Direct Indexing
This next generation risk managed strategy invests in US equities from all sectors. The strategy adjusts market risk monthly by dynamically hedging with the S&P 500 Total Return between 0% and 80% according to Alpha Vee fundamental momentum based indicators that score quality and value of the market. Sector weights are based on selecting the top 5 sectors according to Alpha Vee fundamental quality indicators. The sectors are dynamically adjusted based on the quality indicators every 3 months. The final portfolio is composed of 50 stocks based on deep academic factor model research. Each security is screened for a market capitalization that is over $5B. Stocks are weighted equally within each sector. The long component is rebalanced every 3 months. Currency is US Dollar. Available through Direct Indexing
The approach uses a systematic rules-based institutional caliber strategy that attempts to capture long term international equity performance while seeking to capture US Treasury income and lower volatility during US market down turns. The strategy has no direct US equity exposure. Available through SmartX, C8 Technologies or Direct Indexing
This strategy evaluates three different fixed Income approaches, dynamically allocating between 7-10 Years Treasury bonds, investment grade corporate bonds and high yield bonds. Each approach is chosen accordingly to proprietary fundamental based indicators that scores quality of the market and aims to idenify a transition within an economic regime. When the indicator shows the economy is moving in growth mode, the strategy attempts to move to a strategy with more exposure to investment grade corporate bonds and high yield bonds and less in 7-10 years treasury bonds.When the indicator shows the economy might be slowing, the strategy will move to a strategy with more exposure to 7-10 Years Treasury bonds and to investment grade corporate bonds. When the indicator is mixed, the strategy will move to a moderate allocation of 7-10 Years Treasury Bonds, investment grade corporate bonds and high yield bonds. The strategy is rebalanced every month. Available through SmartX, C8 Technologies, BX Partners or Direct Indexing
The Alpha Vee Dynamic U.S. Growth Equity strategy is composed of variable allocation of stocks and bond positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. The stocks positions include U.S. large and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
The Alpha Vee Dynamic U.S. Low Volatility Equity strategy is composed of long and short equity positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. The Long Equity positions include U.S. largecapitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. The Short Equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
The Alpha Vee Dynamic U.S. Sector Value Equity strategy is composed of variable allocation of stocks sector indices and bond positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. Sectors are under-weighted by identifying the weakest fundamental sector signals. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
The Alpha Vee Dynamic U.S. Industrial Equity strategy is composed of variable allocation of industrial stocks and the top 500 U.S. companies. It offers an alternative to more traditional industrial stocks funds. The industrial stocks positions include U.S. large and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors.
The Alpha Vee Dynamic European Growth Equity strategy is composed of European large and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Sectors weights are adjusted according to a dynamic fundamental indicator. Positions are weighted according to their volatility characteristics. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy has high capacity and liquidity.
The Alpha Vee Dynamic European Low Volatility Equity strategy is composed of long and short equity positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. The Long Equity positions include European large-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. The Short Equity positions include the largest 600 European companies, weighted by market capitalization, designed to act as a market risk hedge. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
The Alpha Vee Dynamic Canadian Growth Equity strategy is composed of long and short equity positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. The Long Equity positions include Canadian large and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. The Short Equity positions include the largest 250 Canadian companies, weighted by market capitalization, designed to act as a market risk hedge. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
The Alpha Vee Dynamic Canadian Low Volatility Equity strategy is composed of long and short equity positions and offers an alternative to more traditional and volatile stock, bond, or balanced funds. The Long Equity positions include Canadian large and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental quality and value signals. Positions are weighted according to their volatility characteristics. The Short Equity positions include the largest 250 Canadian companies, weighted by market capitalization, designed to act as a market risk hedge. Alpha Vee is the first provider to offer a suite of dynamic smart beta investment strategies designed for all kinds of investors. This strategy is highly liquid with systematic and dynamic market exposure.
