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Global Asset Allocation 
Global Asset Allocation
Asset Class/Style: Global Asset Allocation Absolute Return
Analytic Investors' Global Asset Allocation (GAA) program seeks to add incremental return through the quantitative management of a portfolio's asset class and currency exposures. When implemented as an overlay to an existing client portfolio, GAA is expected to provide incremental value added of between 200 and 300 basis points per year without significantly altering the risk of the underlying portfolio.


Global Asset Allocation GIPS Disclosure
Analytic Investors List of Composites
Investment Process
Product Assets as of 6/30/2010: $583 MM
Implementation of the GAA program begins with the collection and input of all relevant variables driving the asset return models. The models are updated each day, generating a revised evaluation of relative attractiveness. These measures of relative value are mathematically combined in a non-linear optimizer with the associated risk measures to update the recommended tactical allocation. Each optimization is specific to a given client's expressed preferences and constraints. The strategy can be optimized relative to a fully hedged, partially hedged, or unhedged global benchmark. Similarly, any asset class or combination of asset classes can be constrained in virtually any desired combination. The recommended positions are then implemented and monitored in global futures markets. Margin needs for these futures contracts are generally small, and can be met easily from within a client's normal cash holdings.



Gross and net performance stated above reflects the deduction of brokerage commissions and expenses incurred to manage the portfolio, and the reinvestment of dividends and other income. Gross performance does not include the deduction of investment management fees. Please refer to the full disclosure statement located at the top of this page. Past performance is not a guarantee of future results.

Performance figures are unaudited and subject to change.

All institutional product information has been provided by Analytic Investors, LLC. Any questions about this material or requests for additional information should be made directly to the firm at info@aninvestor.com
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