Executive Summary

  • GRIP is a new, state-of-the-art, intelligent portfolio construction process. The name is an abbreviation of: Group Risk in Portfolios.
  • Unlike traditional asset allocation, which assigns weights to different asset classes regardless of risk, GRIP focuses on the risk contribution of clusters of assets or strategies to the overall portfolio.
  • This proprietary methodology can result in portfolio allocations that are truly diversified with less extreme weights and risk allocations, and a higher number of uncorrelated exposures.
  • GRIP is flexible. It can be tailored to individual clients’ needs and targets, while ensuring consistency across risk profiles, regions and currencies.
  • The GRIP approach does not only work to allocate between asset classes, but can also be applied to risk factor strategies, tactical decision making and smart-beta strategies.
  • The result is a whole new perspective on constructing strategic multi asset portfolios.
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