In an on-going effort to re-define how investors thing about and evaluate tactical portfolios, we are releasing a brief white paper entitled “Benchmarking with Integrity.”  While the paper itself provides an example that focuses on defensive, U.S. equity strategies, we believe the qualitative framework it discusses is applicable for all tactical managers.

A brief quote from the introduction,

Benchmarking is an increasingly frustrating topic in the asset management industry today. The style-box or single asset class strategies (such as active large-cap U.S. equity) have few logical, but straightforward options (the S&P 500 Index). Accurate and thoughtful benchmarking has become more difficult and more important as managed ETF strategies have exploded in popularity.

Take a look at the paper by clicking here.

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients. Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. You can connect with Corey on LinkedIn or Twitter.