Pension and Superannuation Funds
Allocating around policy portfolios, benchmarks and long-term liabilities and objectives.
- 01
Setting strategic asset allocation
Use horizon-specific expected returns, risk and simulations to test whether policy allocations remain appropriate and compare strategic alternatives on a consistent basis.
- 02
Allocating relative to a benchmark
Assess where deviations from a policy or regulatory benchmark are likely to be rewarded and where they introduce unintended active risk.
- 03
Funding new investments
Compare potential investments with benchmark-aligned funding portfolios to make the expected return forgone, active risk taken and total-portfolio impact explicit.
- 04
Testing portfolio resilience
Test how the whole portfolio responds to forward-looking changes in growth, inflation, rates and valuations, including where diversification may break down.
Sovereign and Institutional Asset Owners
Making total-portfolio decisions across a broad opportunity set.
- 01
Making total-portfolio allocation decisions
Compare equities, rates, credit and private assets within one forward-looking framework to assess what each opportunity contributes to the portfolio as a whole.
- 02
Taking active risk around a reference portfolio
Measure where active risk is being spent relative to the reference portfolio and whether the expected return justifies it.
- 03
Private asset pacing
Use public and private market assumptions with multi-horizon simulations to test pacing plans, liquidity requirements and the path towards long-term target allocations.
- 04
Building an in-house allocation engine
Embed coherent simulated paths for asset returns, rates and macro variables into proprietary allocation and research systems without rebuilding the underlying engine internally.
Wealth Managers and Family Offices
Turning client objectives into portfolios that reflect today’s opportunity set.
- 01
Designing glide paths
Use horizon-specific expected returns, risk and simulations to test how allocations should evolve as the investment horizon changes.
- 02
Reviewing an existing strategic allocation
Benchmark an inherited or long-standing SAA against current valuations, objectives and constraints and evaluate alternative strategic portfolios.
- 03
Building model portfolios
Translate asset-allocation views into repeatable portfolios across different risk levels and client objectives using forward-looking return and risk estimates.
- 04
Testing client portfolios against scenarios
Examine how portfolios respond to changes in growth, inflation, rates and valuations and test potential allocation changes within those scenarios.
Multi-Asset and Dynamic Allocation Teams
Building repeatable, forward-looking allocation processes.
- 01
Tactical positioning across asset classes
Use short-horizon forward-looking expected returns across a broad universe to support dynamic positioning and implementation decisions.
- 02
Model portfolios and dynamic indexing
Embed systematic forward-looking return and risk signals into model-portfolio, dynamic-indexing and rules-based allocation processes.
- 03
Benchmarking in-house assumptions
Compare internal forecasts with market-implied expected returns to identify where active views differ from what markets are currently pricing.
- 04
Embedding a stochastic engine
Integrate coherent simulations of returns, rates and macro variables across assets and horizons into optimisers, research tools and proprietary allocation systems.