INVESTMENT STRATEGY

Coburn Barrett’s core investment strategy is Global Leveraged Indexing after which its fund is named. GLI execution consists fundamentally of two separate sequential core processes: anchor portfolio construction, and risk adjustment.

Anchor Portfolio Construction:

Various asset class risks allocations are computed to build the optimized anchor portfolio. Currently we include: equities, fixed income securities, commodities and currencies. The allocation of the different elements is based on several input parameters for each asset class, including volatility, liquidity, market capitalization as well as correlations among securities. In the future, if new, liquid securities become available and are appropriately correlated to the whole, they may be included.anchor portfolio construction learn more »

Risk adjustment (Leverage)

Monitor market movements are monitored and leverage is continuously adjusted to keep risk levels constant (within a narrow range), by considering the fund’s target risk, its current risk, implied market volatilities and correlations between portfolio securities.risk adjustment learn more »