Reconciling Long Term Views and Equity Allocation 

The video explores how index data, research, and new factor-based strategies are influencing allocations.

Written by Portfolio Manager Matthew Krajna, Select Managers review is issued to provide color to both strategy and individual fund performance and highlight any portfolio changes that have been made throughout the period.

Nottingham’s Chief Investment Officer Larry Whistler, CFA was highlighted in The Wall Street Transcript on May 8, 2017, discussing how Nottingham manages risk in our portfolios through the use of a factor based approach. Click below to read the interview.

Managing Risk Through Factor-Based ETFs

Click below and register to hear the webinar replay with Nottingham’s Senior Portfolio Manager, Matthew Krajna, CFA, as a panelist on the S&P Dow Jones Indices webinar for financial advisors.

Despite continuous innovation in the investment landscape, a majority of global ETF AUM is still concentrated in core strategies. Why? … Because they work.

15 years of SPIVA® (S&P Indices vs. Active) data shows the persistent success of indexing core equities and fixed income in both bull and bear markets.

While it’s no secret that a strong core reinforces portfolio foundations efficiently, allowing more time to address individual client goals – the range of effective core strategies could be even broader than you think.

Join us and leading industry practitioners to explore:

  • Strategic and tactical index-based core allocation solutions to match individual goals and risk tolerance levels
  • Building a cost-efficient core with ETFs to pave the way for more scalable growth of your business
  • The role that core indices play in meeting fiduciary standard requirements

Click here and register to listen to the webinar replay.

Click below to read Nottingham’s Chief Investment Officer, Larry Whistler, as a guest author on IRIS “Employing Factors in a Portfolio’s Core”. In this article, Larry discusses the use of a factors based approach to core portfolio construction.

Employing Factors in a Portfolio’s Core

Let’s face it, portfolio return measurement is a big part of the investment management game we all play.  While everyone’s return bogey tends to be a little different – some chase after the S&P 500 return, while other pursue returns based on fixed-income benchmarks like the Barclays Aggregate Bond Index – we all tend to take periodic stock of where we stand financially.  It’s important, however, to always understand just what those return numbers mean – and what they don’t mean.

Click below to learn more about Nottingham’s Real Return Strategy

 Why Real Returns Matter

Below you will find Nottingham’s annual privacy letter for 2017.

Annual Letter-Privacy Policy 2017

What’s In My Global Multi Asset Class Portfolio? Maintaining a diversified portfolio and having the proper asset allocation continue to be key drivers of long term returns. We expect 2017 to be no different.

The 2016 Recap 2017 Outlook recaps important trends from the prior year and highlights key themes for the year ahead.

Nottingham Quarterly Chartbook  is our internal chart book aimed to deliver a wide set of commentary on the most pertinent graphs and illustrations from today’s economy.  As always, feedback on our publications is welcome.  If you have any questions or comments, never hesitate to contact us, as we continually strive to “prove our worth, by building yours.”