ETF Strategist

Our ETF Strategist Capabilities

ETFs are increasingly becoming the go-to building blocks for asset managers and their clients seeking to construct multi-asset strategies. Morningstar defines an ETF strategy as one that is constructed with more than 50% of assets dedicated to ETFs. Asset allocators have found that the rapidly expanding world of ETFs provides them with an ever increasing opportunity set to express their investment views, tailored to a client’s goals for growth, income or capital presentation.

The increasing universe and choice in ETFs globally has led to the emergency of the ETF strategist as a new form of asset manager – delivering portfolio construction and ETF selection expertise to deliver model portfolio solutions for all types of investors and outcomes.

 

ETF Strategist

We have a deep understanding of all the moving parts within the ETF ecosystem. This allows the AGFiQ team to provide strategic and educated insight into the design and implementation of an ETF strategy portfolio for any type of institutional client with a focus on the client’s desired outcomes.

Along with our range of strategies, the AGFiQ team constructs portfolios from ETFs to meet the needs of institutional investors. We can customize these portfolios of ETFs as bespoke solutions to meet an individual client’s needs. They can be customized within a portfolio solution to fit strategic objectives, such as equitizing cash or creating liquidity.

Portfolios can be constructed along a number of dimensions, enabling our clients to fine-tune their portfolio to reach their particular investment objectives. ETF Managed Portfolios have become a low-cost way to implement multi-asset allocation views.

Our experience as asset managers, index creators and ETF manufacturer’s lends itself to deep expertise at all stages of the ETF portfolio construction and implementation process. AGFiQ has experience managing investment mandates across equities, fixed income and alternatives for pensions, sovereign wealth funds, foundations and private clients. Our history of idea generation and implementation with index partners has placed us at the forefront of creating and managing market neutral long/short passive index strategies, in addition to long only domestic, international and currency hedged products.

AGFiQ employs an open architecture model to best tailor investment design with desired investment outcomes. We believe our unique insight into the creation of ETFs as an issuer of proprietary and sub-advised ETFs lends expertise to strategy design, implementation and trading.

  • AGFiQ U.S. Equity Sector Rotation Strategy
    • The Strategy employs a multi-factor model that ranks sector attractiveness based on valuation, momentum and capitalization. We then combine sector signals and weights with a proprietary quantitative cash allocation framework to identify true underlying risks. This approach aims to provide investors opportunities for growth with an active approach to risk management, adding value over a full market cycle.

       

  • AGFiQ Global Rotation Strategy
    • The Strategy employs the use of a proprietary, multi-factor, quantitative investment process. AGFiQ’s team evaluates and ranks 40 countries based on value, momentum and macroeconomic factors. The investment strategy relies on this proprietary country allocation model coupled with thoughtful portfolio construction to provide investors exposure to the global equity universe. The multi-factor approach aims to provide investors opportunities for growth with market-like risk or better.

  • AGFiQ Multi-Asset Strategy
    • Through the use of a proprietary, multi-factor, quantitative investment process, AGFiQ’s team constructs a portfolio of equity, fixed-income and alternative asset class ETFs. The investment strategy evaluates the relative attractiveness of equities and fixed income based on growth, relative momentum and macroeconomic factors in order to determine allocations to each asset class and uses separate models to determine the allocations within each asset class. This disciplined, repeatable process aims to provide investors a consistent experience that successfully balances the opportunity for growth with rigorous risk management.

  • AGFiQ Multi-Asset Income
    • Through the use of a proprietary, multi-factor, quantitative investment process, AGFiQ’s team constructs a portfolio of equity, fixed-income and alternative asset class ETFs. The investment strategy utilizes a two-stage risk management process during the portfolio construction process to set strategic and tactical weights. The strategic asset allocation model considers risk parity analysis while the tactical asset allocation model considers relative risk. This disciplined, repeatable process aims to provide investors with a risk-managed approach to high current income and capital growth.

  • AGFiQ Core ETF Absolute Return*
    • An absolute return strategy, this ETF managed portfolio aims to provide a core low volatility absolute return that exhibits low correlation to the equity and fixed-income markets.  The strategy uses a multi-factor approach by investing in factor based market neutral and long only ETFs, combined with fixed-income ETFs, with the goal of providing positive returns in all market environments. 

  • AGFiQ Global Equity Strategy*
    • An ETF managed portfolio that aims for superior performance versus the MSCI All Country World Index, by providing diversified exposure to the U.S. equity market and five international markets. Factor ranking within sectors and across regions allows the Strategy to access well known equity risk premia. The Strategy incorporates a portfolio hedge during times of increasing volatility and has the flexibility to move to cash in times of high market risk to preserve capital.

  • AGFiQ U.S. Fixed Income Strategy*
    • An ETF managed portfolio that aims for superior performance versus the Barclays Aggregate Index, by providing diversified exposure across major components of the fixed-income markets. AGFiQ's team utilizes a quantitative approach in an effort to identify valuation and technical signals to identify the segments of the fixed-income market that are expected to over/underperform the Barclays Aggregate as a whole.

  • Global Multi-Asset Strategy*
    • An ETF managed portfolio that aims for superior performance versus a balanced 65/35 MSCI All Country World Index and Barclays Aggregate, by providing diversified exposure to all 10 U.S. equity sectors, five international markets, major components of the fixed-income markets, and alternatives. Factor ranking within sectors, across regions, and fixed-income segments allows the Strategy to access well known risk premia. The strategy incorporates a portfolio hedge during times of increasing volatility and has the flexibility to move to cash in times of high market risk to preserve capital.

  • AGFiQ Hedged Equity Strategy
    • This strategy intends to provide risk-controlled U.S. equity exposure using a multi-factor approach and a strategic allocation to an equity hedge to manage volatility, drawdowns and manage left-tail events.

*The Strategies all nest upon the building blocks of each individual strategy (i.e. U.S. Strategy formulates our strategic over/under sector weights, Global uses U.S. Strategy as a core component and adds International regional exposure etc.)