Investment Strategies

Liberty Cove’s trueFactor absolute return strategies are grounded in quantitative, systematic approaches, and founded on economic theory. We’ve developed deep insights to portfolio risk and how it ultimately drives returns. We believe that risk factors, not asset classes, are the true drivers of portfolio risk, return, and correlation. Therefore, a central element of our absolute return philosophy is the modeling of risk dynamics to inform our tactical allocation decisions. 

 

Dynamic Absolute Return

The Liberty Cove Dynamic Absolute Return investment strategy is a tactical asset allocation strategy that seeks to earn dynamically managed risk premiums from equities, duration, and credit by utilizing Liberty Cove’s predictive risk models. The Strategy systematically adjusts exposures to maintain clients’ portfolio volatility targets, e.g., 5%, 10%, or 15%.

 

Alt 60/40

The Liberty Cove Alt 60/40 strategy is a tactical asset allocation strategy that provides a compelling alternative to traditional 60/40 portfolios. The Alt 60/40 strategy is based on dynamic - not static - allocations, making it well-matched to current and changing risk environments.

 

Global Macro

The Liberty Cove Global Macro strategy is a risk-managed, go-anywhere, all-weather strategy that seeks positive absolute returns through tactical long and short exposures to equities, treasuries, credit, commodities, currencies, and volatility-as-an-asset-class. The strategy can be customized to target different volatility levels: 5% to 8%, 8% to 12%, and 12% to 15%.

 

trueMLP

In addition to the firm's Absolute Return strategies, the trueMLP approach strives to provide investors with exposure to Master Limited Partnerships without the burdens often associated with MLP investing.