Acanto LLC is a Registered Investment Advisor that manages separate accounts for institutions and individuals. In addition to Systematic Active ETFs, we use a rules-based, quantitative investment approach with the goal of protecting and growing assets in all market conditions. Our robust and effective proprietary investment process relies on the two complementary asset management principles known as MOMENTUM and RISK PARITY to capture upside trends while avoiding large drawdowns. This methodology works well BOTH for individual stocks, including Acanto’s “US Equity Top 10” strategy; AND across a diverse set of asset classes, as with our core strategy, Acanto’s “All-Asset Adaptive Allocation” that can move between various asset classes in the form of specific ETFs monthly as shown below.

 


 

The chart below shows the characteristics of Acanto’s momentum and risk parity models when used across 10 US Stocks vs. 8 Asset Classes using back-tested* monthly rebalancing.

*DISCLAIMER:

1) All Investments involve risk and past performance (hypothetical or otherwise) is no indication of future performance.
2) All returns shown are purely hypothetical and are used only to describe investment modeling and methodology.  
3) All charts, returns, historical research, and back-testing are shown as GROSS of fees and taxes.
4) This is not a solicitation of investment advice.  Any solicitation must be accompanied by the firm’s ADV Part 1 and 2.

 

Our “Adaptive Alpha” Process