Core Concepts
Our Core Concepts are the foundation for how we put your best interests first.
ASSET ALLOCATION
Give Your Assets the Attention They Deserve
Asset allocation has the single largest impact on client portfolio returns – yet interestingly is often an area where policy is set based on “what others are doing” or some static ratio (e.g. 60/40 equities versus bonds) and is rarely influenced by current market conditions.
At Atlas Capital Advisors, asset allocation gets the attention it deserves. Our asset allocation approach is informed by decades of experience managing institutional portfolios. Our systematic process for estimating returns and risks leads to higher returns at lower risk for clients.
ASSET ALLOCATION
Better Approach
Atlas Capital Advisors have a better approach to asset allocation, because we:
GLOBAL EQUITY MANAGEMENT
We Manage Global Equity Holdings as a Direct Investor
Atlas manages global equity holdings for clients as the direct investor, at no additional cost to the client.This helps clients by avoiding another layer of fees, as well as the disappointment which often arises from investing with active equity managers.
The Atlas portfolios utilize a systematic quantitative approach to global equity management. The approach relies upon acclaimed academic research into which characteristics of equities are associated with better future performance.Using this approach, known as factor-based investing or smart beta, we seek to tilt towards specific factors historically associated with stronger risk-adjusted returns. Our implementation has multiple tiers – we make factor assessments for geographic regions, then for countries and sectors within those regions and finally among specific stocks within the countries or sectors.
FIXED INCOME PORTFOLIO MANAGEMENT
Factor-Based Portfolios over Traditional Equity Indexes
Traditional equity indexes are capitalization-weighted. Larger index weights are given to companies with greater market caps, regardless of company fundamentals or other factors that affect stock performance. Factor-Based portfolios, instead, have a proclivity toward one or more of a handful of factors that have been demonstrated to outperform traditional cap-weighted indexes over long periods of time.
The factors supported by extensive academic research, supplemented by proprietary research, and used by Atlas Capital Advisors are:
A multi-factor portfolio can provide a steadier course for investors, with a lower probability of long stretches of underperformance relative to single-factor funds.When correlations are sufficiently low, creation of a diversified portfolio can soften the cyclical behavior of individual factors across business cycles – offering the potential for lower volatility and more consistency of excess return above a cap-weighted strategy.
FIXED INCOME PORTFOLIO MANAGEMENT
Factor-Based Portfolios over Traditional Equity Indexes
Traditional equity indexes are capitalization-weighted. Larger index weights are given to companies with greater market caps, regardless of company fundamentals or other factors that affect stock performance. Factor-Based portfolios, instead, have a proclivity toward one or more of a handful of factors that have been demonstrated to outperform traditional cap-weighted indexes over long periods of time. Unlike most equity managers.
The factors supported by extensive academic research, supplemented by proprietary research, and used by Atlas Capital Advisors are:
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A multi-factor portfolio can provide a steadier course for investors, with a lower probability of long stretches of underperformance relative to single-factor funds.When correlations are sufficiently low, creation of a diversified portfolio can soften the cyclical behavior of individual factors across business cycles – offering the potential for lower volatility and more consistency of excess return above a cap-weighted strategy.
