Dynamic Choice Portfolios (DCP) Strategies
6 varying portfolios ranging from Very Aggressive to Preservation
Saumen Chattopadhyay, CFA
GDR, DCP and S&P Enhanced
10+ Years Investment Experience
For over 20 years Saumen held senior leadership positions in various institutions and managed large institutional funds. Saumen has two masters – Masters in Accounting and Finance from the University of Calcutta and MBA (Finance) from the University of Toledo. He holds a FCA and CPA designation, and is a CFA Charterholder.
Sonu Varghese, PhD
Director of Research and co-Portfolio Manager
GDR, DCP and S&P Enhanced
10+ Years of Quantitative Research
Sonu has over 10 years of experience in developing quantitative investment models using equities, options and ETFs. He is a quantitative researcher and has extensive expertise in risk management; developing computational algorithms and programs across multiple asset classes using econometric techniques. Sonu has a Masters as well as a Ph.D. in Mechanical Engineering from Purdue University.
OBJECTIVE: DCP varying portfolios are derived from our Global Dynamic Risk investment strategy with varying ranges of allocation to growth assets versus diversifying assets. However, unlike our unconstrained GDR strategy, portfolio asset allocation for DCP varies within stated ranges for asset class exposures based on our perceived assessment of market risk at any given time.
ADAPT PORTFOLIO: Our portfolio construction of the portfolios changes based on proprietary evaluation of macroeconomic environment and risks. We use various portfolio optimization techniques that vary by global risk rating to avoid tail risks in the portfolios, especially in a declining economic environment. To achieve proper diversification, portfolio allocations shift in our attempt to achieve the most efficient risk-adjusted return for investors within our 6 varying risk-based portfolios.
PROACTIVE RISK MANAGEMENT: We take a dynamic approach to risk management. Our primary goal is to align risk allocation and have specific volatility targets for different market environments. We estimate daily volatility for various markets using proprietary techniques and consider adjustment when necessary. Our event- based risk management includes probabilistic scenario analysis and tail-risk forecasting. We attempt to manage current risk in our clients’ portfolios as well as prepare for the future.
At A Glance
InceptionJan 1, 2013
Strategy Offered ThroughSeparate Accounts
Sub-AdvisorConvex Capital Management