Systematic RS Balanced

Systematic RS Balanced

As of 31 October 2023 | DORSEY WRIGHT
The Dorsey Wright Systematic RS Balanced strategy invests in U.S. Mid & Large Cap equities and investment-grade fixed income, aiming to achieve long-term capital appreciation and income. The strategy holds approximately 25 securities and remains fully invested to maximize equity participation. It is diversified across multiple sectors and industries, with an industry overlay designed to overweight sectors with the greatest relative strength. The portfolio combines the Systematic RS Core model and an allocation to fixed income, which helps reduce portfolio volatility. The strategy is constructed using Dorsey Wright's proprietary sector ranking and stock rotation methodology, allowing it to seek out the strongest trends within the defined investment universe without being limited by style or capitalization. The process involves four steps: sector model, stock model, portfolio construction, and sell discipline, each based on proprietary relative strength rankings. Historical performance data is provided, showing the composite monthly performance of actual portfolios following the strategy, compliant with GIPS standards. The performance is compared against the Combined Index, which is 60% S&P 500 Total Return Index and 40% Bloomberg Aggregate Bond Index. Nasdaq Dorsey Wright (DWA) has been a research provider since 1987, offering technical analysis and investment solutions through various products and indices. The firm emphasizes that past performance is not indicative of future results and advises investors to consider their own circumstances and objectives before making investment decisions.The Dorsey Wright Systematic RS Balanced strategy invests in U.S. Mid & Large Cap equities and investment-grade fixed income, aiming to achieve long-term capital appreciation and income. The strategy holds approximately 25 securities and remains fully invested to maximize equity participation. It is diversified across multiple sectors and industries, with an industry overlay designed to overweight sectors with the greatest relative strength. The portfolio combines the Systematic RS Core model and an allocation to fixed income, which helps reduce portfolio volatility. The strategy is constructed using Dorsey Wright's proprietary sector ranking and stock rotation methodology, allowing it to seek out the strongest trends within the defined investment universe without being limited by style or capitalization. The process involves four steps: sector model, stock model, portfolio construction, and sell discipline, each based on proprietary relative strength rankings. Historical performance data is provided, showing the composite monthly performance of actual portfolios following the strategy, compliant with GIPS standards. The performance is compared against the Combined Index, which is 60% S&P 500 Total Return Index and 40% Bloomberg Aggregate Bond Index. Nasdaq Dorsey Wright (DWA) has been a research provider since 1987, offering technical analysis and investment solutions through various products and indices. The firm emphasizes that past performance is not indicative of future results and advises investors to consider their own circumstances and objectives before making investment decisions.
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