Dynamic Allocation
The Astor Dynamic Allocation strategy takes a macroeconomic approach to asset allocation by using our proprietary Astor Economic Index® (AEI). Dynamic Allocation seeks to adjust portfolio beta relative to the broad stock market throughout economic cycles by varying allocations to a range of asset classes. We think of the strategy as taking a “risk dial” approach: as economic fundamentals improve, risk is increased in the form of higher beta asset classes like equities and vice versa when economic data declines.
Source: NBER Astor Data: 12/31/1999 – 12/31/2024. The Astor Economic Index® is a proprietary index created by Astor Investment Management LLC. It represents an aggregation of various economic data points and is designed to track the varying levels of growth within the U.S. economy by analyzing current trends against historical data. It is not an investable product. The Astor Economic Index® should not be used as the sole determining factor for your investment decisions. The Index is based on retroactive data points and may be subject to hindsight bias. There is no guarantee the Index will produce the same results in the future.
Resources
STRATEGY HIGHLIGHTS
MULTI ASSET
Invests across a broad range of asset classes including currencies, commodities, fixed income, equities, and cash.
RISK MANAGEMENT
Adjusts portfolio beta according to economic signals in an attempt to reduce equity and risk asset exposure during downturns typically associated with weaker economic conditions and recessions.
MACROECONOMIC FOCUSED
The Astor Economic Index® is the cornerstone of the strategy’s investment process.