Portfolio Construction

Our investment portfolios systematically exploit a diversified range of market inefficiencies and are designed to be style neutral over time. The objective is to deliver outperformance irrespective of the market cycle.

Our proprietary dynamic portfolio construction process:

• Translates our proprietary stock return forecasts into portfolio holdings efficiently
• Optimally trades off expected stock returns, risk, tax and transactions costs in a simultaneous manner
• Only takes active positions which are intended and controls and avoids unintended risk exposures
• Takes into account the investment horizon of each stock return forecasting model and the arrival rate of new information
• This is done across more than 45 countries covering over 10,000 companies

Vinva’s  Broker Arrangements / Best Execution Policy is available to clients upon request.