Equity Sector Rotation

​​

Investment Objective

Our objective is long-term growth of principal by maintaining dynamic, flexibly hedged, net long exposure to the market. We do this by deploying our quantitative investment process to US equity sectors, with an emphasis on downside protection by adhering to rules-based signals.

​

Strategy

The Equity Sector Rotation Product implements a strategy that invests in domestic equity sectors which have exhibited recent relative performance strength. In evaluating a sector’s relative strength, this strategy measures the performance of each sector against the performance of the other sectors in the strategy’s investing universe. The strategy will rotate assets into, and out of, sectors on a periodic basis, and the strategy’s portfolio may therefore be traded frequently. During certain market conditions, notably those which the strategy identifies to be relatively unattractive for equities, the strategy may take positions that focus on bonds and fixed income securities as an alternative to equities in an attempt to preserve capital. The Equity Sector Rotation Strategy is implemented using in-house algorithms to ensure disciplined execution and to eliminate human error.

​

As with all GPLS strategies, the Equity Sector Rotation Product can be customized to meet the investment objectives and needs of each individual client.

​

​

​