Building Portfolios Based on the Science of Capital Markets
TruNorth's process is a rooted in a systematic, quantitative model inspired by the award-winning research of Eugene Fama, Kenneth French and other leading academic thought-leaders. Decades of research guide the way. We blend world class, academically proven research to create low-cost, diversified strategies focused on our clients' success.
Index & Target
Attempts to identify mispricing in securities on a consistent basis.
Prediction-based approach that relies on forecasting techniques to pick securities and/or time markets.
Often generates higher expenses, trading costs, and excess risk.
Allows commercial benchmarks to define strategy.
Tethered to a benchmark, reducing flexibility.
The Science of
Believe that securities are fairly priced and diversification is essential.
Gain insights about markets and returns from academic research.
Structure portfolios in asset classes with the potential for optimal returns based on evidence-based outcomes.