Distinguishing Differences of the Enhanced Dynamic®
Fund strategy

  • The Enhanced Dynamic® methodology is a proven, repeatable quantitative domestic equity strategy.
  • The Enhanced Dynamic® methodology is scalable for use by institutional level investment portfolios, and qualified retirement plans, particularly when active equity investment managers are strategically employed.
  • Enhanced Dynamic® is a strategic re-allocation methodology (versus tactical or market timing strategies).
  • Enhanced Dynamic® is compatible within most global asset allocation models [such as Monte’ Carlo Simulations and most Asset Liability (AL) Studies] as the domestic equity component, for an alpha enhanced domestic equity portfolio.
  • The Enhanced Dynamic® strategy provides significant cost to return benefits over a full market cycle, which are clearly demonstrable, and extremely attractive.
  • We are an independent equity overlay methodology. We do not sponsor any investment products, investment managers or platforms:
  • We are completely independent from any conflicts or bias of investment strategy, style, or vehicles:
  • We are able to apply our methodology with any style adherent domestic equity investment platform or investment consulting approach:
  • We specialize in one investment area, (U. S. equity markets), not fixed income or international investments:
  • We are NOT market timers; we maintain a fully allocated investment approach:
  • We have no custodial or brokerage affiliation:
  • We are a fee based advisor and unable to receive transaction revenues:
  • For consultants and plan sponsors, there is no requirement to replace or change the current style adherent investment management lineup.
  • Given the flexibility of the methodology, we are an important, prudent and suitable value addition to separately managed account portfolios, mutual funds, ETF platforms, and co-mingled fund platforms.
  • We are willing to provide our guidance and recommendations of available investment vehicle selection and strategy, using our proprietary methodology:
  • Consistently proven independent confirmation and verification of the EIR methodology:
    • 28 year back test of the methodology utilizing indexes by the University of Chicago’s Graduate School of Business Center for Research in Security pricing (CRSP)
    • Independent consultant analysis and confirmation of the EIR methodology
    • 12 year independent, audited institutional performance {1996-2008} utilizing separately managed accounts & ETFs.
  • Important and significant investment cost to return benefit comparisons, over full market cycles, which are clearly demonstrable, and extremely attractive.