Services
Portfolio Management
RhumbLine offers index-based equity and fixed income strategies in both separately managed accounts and pooled funds to institutional investors. Our investment management team uses advanced portfolio construction techniques and proprietary quantitative analytics to manage passive portfolios that closely track a standard index. We can also manage a customized portfolio using mean-variance optimization that excludes a list of companies or themes while still seeking to track the unrestricted index.
In addition to managing tax-exempt pension, defined contribution and endowment portfolios, our quantitative tools allow us to effectively manage tax-efficient portfolios by minimizing realized gains and harvesting gains or losses as needed.
Lastly, RhumbLine offers an enhanced index product, RhumbLine Advisers Multi-Factor Strategy, that seeks to deliver returns that exceed an index while maintaining the same overall characteristics and risk level of the index.
Please note that RhumbLine does not utilize securities lending in any of its commingled index products.
Index Strategies
- Fixed Income
- Alternative/Smart Beta
- Real Estate Investment Trust
- Fossil Fuel
- Customized
Investment Process
RhumbLine offers index-based equity and fixed income strategies, custom managed to match the risk and return characteristics of published benchmarks. Approximately half of our client portfolios overlay custom restrictions and constraints. Our investment team employs advanced portfolio construction techniques, including mean-variance optimization, stratified sampling and/or replication to achieve client objectives, depending on restrictions, size and tracking error expectations. Our rebalancing and trading process is designed to control overall trading costs and achieve best execution.