June 09, 2009

One way to think of the ValueTimingTM strategy is that it breaks down the asset allocation process into three different components. The first, in a way, is the passive component of the portfolio being the traditional strategic asset allocation. For this component, the allocation is based on the expected long run returns and historical correlations. The second component is the cyclical asset allocation strategy. It attempts to deliver additional alpha and/or downside protection through a beta strategy.

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