Strategy Performance

Proprietary trend-following system generates distinct model postures depending on the combination of asset class Risk-On / Risk-Off signals, allowing the Strategy to shift asset class exposures significantly based upon model outputs.

Performance Statistics (Composite Net)
as of 12/31/2022


Allocation Ranges



Active Advantage Strategy Materials


Quarterly Fact Sheet

Most recent strategy returns, key statistics, exposures and holdings related data


Investor Presentation

Overview of our investment universe, philosophy, process and portfolio characteristics

Monthly Commentary

Read the latest Commentary from Kensington Asset Management