Investment Management

Managing your legacy

“If we command our wealth, we shall be rich and free. If our wealth commands us, we are poor
Indeed.” – Edmund Burke (1729-1797) British political writer.
 

As Registered Investment Advisor Representatives, we are charged with an elevated duty of care and diligence. Our structured investment strategies combine current academic research with practical application, wisdom and years of experience.                                                                                      

 

  • Over 80 years of financial market data collected since 1926
  • Modern Portfolio Theory, a Nobel Prize-winning economic system
  • In-depth research from the field of behavioral finance
 
We believe security selection and market timing cannot consistently add value to your portfolio. Our structured management approach includes a specific scope of risk identified by academic research,  is designed to minimize transaction costs, and creates exposure to market rates of return with varied investments. This passive asset class investment strategy will be used to construct a managed portfolio specific to your risk tolerance and time horizon.
  
We want you to feel confident in your decision to commit to a long term strategy. Therefore the portfolio we create for you will be comprised of the various asset classes best suited for your individual needs and desires.
  
Since equities generally have higher expected returns a portfolio that is part equity and part fixed income may develop an increasingly greater equity exposure over long periods of time. Therefore we also periodically rebalance to maintain selected asset class ranges keeping your portfolio aligned with your goals, risk tolerance and time horizon.

Without rebalancing, changes in value of a portfolio’s assets over time can impact asset allocation, develop a higher equity exposure and become riskier over time consequently we help you stay on track and focused on your long-term goals.

                                                                                      

Modern portfolio theory tries to create portfolios that maximize return for a given level of risk – or alternatively, that minimizes risk for a given level of return. MPT compares a portfolio’s standard deviation—how much its return may vary from its statistical mean return over time—to its return. An efficient portfolio navigates the risk/reward tradeoff by combining investments based on their level of risk, their expected return, and their correlation with other investments in the portfolio. MPT argues that a portfolio that doesn’t do so isn’t optimized—in other words, it takes too much risk for the return it provides. 

Rebalancing cannot ensure a profit or protect against loss