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Currency hedging
Managing liquidity issues
Portable alpha
Synthetic indexation
- transitional
Hedging equity risk
Portfolio rebalancing

Synthetic indexation
- as policy



Portfolio rebalancing

A multi-manager client has a carefully judged asset allocation benchmark. The relative movements of the markets and the under-or out-performance of the managers, naturally produces significant drift away from the target allocation. Our task is to monitor this drift and to bring the allocation back to the benchmark, without disrupting the underlying portfolios, by means of an overlay of equity and bond features and currency forwards.
Precision • Flexibility • Clarity • Economy • Security • Control

Authorised and regulated by the Financial Conduct Authority

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