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Institutional Management

Signet provides investment strategies for 401k plans, advisors, endowments and foundations, pension funds and family offices.

INSTITUTIONAL PHILOSOPHY

We believe we can produce positive alpha by actively managing a concentrated portfolio consisting of individual US and Global securities. For our top-down analysis, we have developed a system which helps us forecast changes in the macro cycles in the market. For our bottom-up analysis, our goal is to correctly rank individual securities based on the best factor mix, which would work across different investment regimes.

APPROACH

Academic Base and Multidimensional World

We strive to build upon the groundbreaking works of Eugene Fama and Kenneth French, William Sharpe, Bruce Jacobs and Kenneth Levy and other recognized figures in the world of finance. We live in a complex world where multiple investment regimes shape the dynamics of the markets. Single factor or simple smart beta models may be easy to implement, interpret and observe (momentum model). However, we believe they tend to suffer from factor overcrowding and adverse price pressure which may lead to higher trading costs. Multifactor models, in our opinion, are designed to better fit the cross sectional analysis of the markets, allow for proprietary mix of factors and smooth out the performance during the periods of investment regime changes. We believe a classic "cube" of size, style and sector consideration becomes more and more complex as practitioners have to cope with changing liquidity environments and safety/risk on and off periods. Our "virtual cubes" with an unlimited number of coordinates are designed to incorporate an increasing number of factors and investment themes into a more viable multifactor model.

INSTITUTIONAL STRATEGIES

Fact sheets and white papers for our institutional strategies are available upon request.