Asset Management

The GFA Strategic Opportunity Portfolio (SOP) is based on a quantitatively driven, highly risk controlled approach de-signed to achieve incremental return over and above a specified benchmark. This strategy includes state-of-the-art investment technology for portfolio structuring.
An important driver of the GFA Asset Management investment process is the analysis of the yield spread of securities in the benchmark universe. GFA has the capability of quantifying the actual or implied spread (the difference in the yield between the issuer and the Treasury curve). Changes in the spread is a basis for anticipating the financial well being or distress of the company. It is this “early warning” mechanism which provides insights to the expected perfor-mance of both individual securities as well as sectors
The risk analysis is based on a multi-factor approach where the total risk is decomposed into risk exposures at the individual security level. These individual security risk factors are combined by an optimizer to achieve the optimal return and risk profile for the portfolio.

GFA is certified as a Minority Business Enterprise with the Western Regional Supplier Development Council / NMSDC.

Historical performance can be provided upon request.  Request for Fact Sheet, please click:  Contact Us

 The Decision Process

GFA SOP decision process. This starts with the trading universe of the Russell 1000 Index or other benchmark. The universe is analyzed by a portfolio optimization system, which takes into account a security’s relative yield, expected price apprecia-tion and risk characteristics.

The Portfolio Optimization step is part of an itera-tive process where the resulting optimized portfolio may be re-optimized a number of times to achieve an acceptable risk/return trade-off.