S&P Enhanced Strategy

Analysis of current macroeconomic fundamentals and business trends drives our U.S. sector rotation strategy.

Management

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Saumen Chattopadhyay, CFA

Portfolio Manager
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.

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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.

Investment Process

OBJECTIVE: A U.S. large cap equity growth strategy that seeks capital appreciation by investing in S&P 500 as a core holding and 10 GICS sectors as satellites. In pursuing the primary investment objective, the team engages in sector rotation, underweighting and/or overweighting of sectors driven by signals based on fundamental macroeconomic data analysis of the United States as well as geopolitical and event-based scenario analysis.

ADAPT PORTFOLIO: Our construction of the portfolio changes based on proprietary evaluation of macroeconomic environment and risks. It seeks risk management by estimating volatility and qualitative assessment of event based risks.

PROACTIVE RISK MANAGEMENT: We take a dynamic approach to risk management. 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, 2016

Related MaterialsFact Sheet

Strategy Offered ThroughSeparate Accounts

Sub-AdvisorConvex Capital Management