Premise Capital Diversified Tactical ETF (NMGR)

Overview

Premise Capital Diversified Tactical ETF is a fund-of-funds exchange-traded fund designed to implement a quantitative asset allocation strategy. This strategy aims to achieve diversified exposure across global equity and fixed income markets. The fund is built upon an index grounded in modern portfolio theory and the efficient frontier concept, employing a comprehensive multi-step model that integrates historical returns, correlations, and market capitalizations across various asset classes.

In its pursuit of optimizing returns, the fund incorporates an intermediate technical trend model for recognizing potential deviations from expected returns. Additionally, it applies risk adjustment optimization techniques to establish allocation weights. The combination of these methodologies allows the ETF to provide investors with exposure to both developed and emerging market equities, spanning a range of market capitalizations, in addition to offering fixed income securities with varying maturities and credit profiles. By blending strategic and tactical allocation approaches within a diversified fund-of-funds framework, the Premise Capital Diversified Tactical ETF strives to assist investors in balancing growth opportunities with comprehensive risk management across diverse asset classes and geographic locations.

Products and Services

• Fund-of-Funds Structure: This investment model enables diversified exposure to multiple asset classes by pooling together various underlying funds, thus providing a comprehensive investment approach that spreads risk and enhances opportunities for growth.
• Quantitative Asset Allocation Strategy: Utilizes advanced quantitative methods to assess and allocate resources strategically across equity and fixed income markets, ensuring an evidence-based approach to investment decision-making.
• Modern Portfolio Theory Application: Employs principles of modern portfolio theory and efficient frontier optimization, focusing on risk-return trade-offs to create an investment portfolio that maximizes returns for a given level of risk.
• Intermediate Technical Trend Model: Implements a sophisticated model designed to identify trends and indicate potential deviations in expected returns, aiding in timely investment decision adjustments.
• Risk Adjustment Optimization: Focuses on optimizing allocation weights based on risk factors, ensuring that investors' portfolios are balanced according to their risk tolerance and market conditions.
• Diverse Geographic Exposure: Provides access to equities and fixed income securities from both developed and emerging markets, allowing for investment opportunities across various economic landscapes.
• Market Capitalization Variety: Encompasses investments across different market capitalizations, thereby catering to a broader range of investment preferences and potential returns.
• Comprehensive Asset Class Exposure: Offers a blended investment portfolio that includes equities, fixed income, and potentially other asset types, assisting investors in achieving a well-rounded financial strategy.