Portfolio Construction &
Campbell’s multi-tiered, bottom-up process enforces diversification along key risk dimensions.
Diversification serves as the guiding principle for constructing the portfolio and managing its risk.
The process begins with the Investment Committee establishing an investment objective for the portfolio and a corresponding strategic risk allocation across the indivudual models.
Each allocation is informed by quantitative analysis, with an overall goal of creating a diverse portfolio of strategies robust to varying market environments.