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AsianInvestor, the leading Asian financial publication dedicated to the region's asset management industry, has announced Enhanced Investment Partners’ Enhanced Dynamic® Moderate Active strategy was the outstanding performer in its Smart Beta category, according to eVestment figures.
The product produced the highest overall returns versus its category rivals over three and five years, while ranking Top by Sharpe ratio over five years, and Second and Third by information ratio over five and three years, respectively. It is a quantitative U.S. equity overlay strategy developed to complement institutional investment portfolios, employing a variety of U.S. active equity managers.
The strategy is designed to identify performance cycles for stocks by style and capitalization size. Its allocation strategy indicates when it is time to tilt away from an underperforming style or cap size and into an outperforming one, said Enhanced Investment Partners.
Equity portfolios are expected to remain fully invested throughout all market cycles, and it does not employ tactical asset allocation or market timing. Investment portfolios using the Enhanced Dynamic® methodology are expected to derive positive risk-adjusted returns against all relevant domestic equity benchmarks over a full market cycle, said Enhanced Investment Partners.
