Apply Active Management

The LASSO portfolio reflects our ongoing search for opportunities within clear risk parameters. We seek opportunities and analyze risk across multiple dimensions, to drive both portfolio construction and the selection of underlying funds.

LASSO: Portfolio Dynamics

LASSO Strategy Allocations: June 2017 vs. September 2017 Changes

LASSO Portfolio Construction

Allocation of Assets: LASSO Composite

Inception of LASSO from December 31, 1998 through September 30, 2017

Equity Exposure: LASSO Composite

Inception of LASSO from December 31, 1998 through September 30, 2017*

Equity Exposure: LASSO Composite and Underlying Funds

As of September 30, 2017*

Markets: Top-Down Analysis of Opportunities and Risks

"Top-down" analysis is an ongoing, dynamic evaluation of the changing opportunities and risks for the markets and the economy.

Strategies: Cross-Sectional Scan for Profit Potential

We seek to identify the changing risk/return potential among a variety of alternative strategies.

Managers: Bottom-Up Search for Value-Added

We apply intensive, fundamental research to the analysis of alternative managers.