Our Strategies

ETF Strategist Capabilities

ETFs are increasingly becoming go-to building blocks for asset managers and their clients seeking to construct multi-asset allocations.  ETF strategies — portfolios composed of ETFs, and constructed with a specific investment objective in mind — have become more important than ever before.

AGFiQ’s team of investment professionals builds ETF portfolios with an emphasis on factor-driven investing. Our models employ active risk mitigation techniques intended to minimize drawdowns in volatile markets. Focusing on factors that have shown persistence in both the equity and fixed-income markets, we offer a broad range of ETF strategies, including Absolute Return, Long Only and Hedged strategies. In addition to utilizing our proprietary, factor-based ETFs, our partnerships with other industry leading ETF issuers allows us to construct robust strategies across asset classes.

Absolute Return Strategies
Core ETF Absolute Return

An ETF managed portfolio that aims to provide a core low volatility absolute return that exhibits low correlation to the equity and fixed-income markets.  The strategy uses a multi-factor approach by investing in factor based market neutral and long only ETFs, combined with fixed-income ETFs, with the goal of providing positive returns in all market environments. 

Hedged Strategies
U.S. Sector Rotation Strategy*

An active approach which places specific emphasis on rotation across ten sectors in the U.S. market. Factor ranking within sectors allows the strategy to access well known equity risk premia such as Value, Momentum and Size. AGFiQ's team utilizes a quantitative approach in an effort to identify valuation and technical signals to identify the sectors that are expected to over/underperform the broad market over time.  In addition, the strategy will seek to become more defensive when the firm’s proprietary volatility models signal that the market is expected to fall.  Initially, the strategy will institute hedges with an ETF and eventually move to a cash position if the volatility model reaches extreme levels.

Global Equity Strategy*

An ETF managed portfolio that aims for superior performance versus the MSCI All Country World Index, by providing diversified exposure to the U.S. equity market and five international markets. Factor ranking within sectors and across regions allows the Strategy to access well known equity risk premia. The Strategy incorporates a portfolio hedge during times of increasing volatility and has the flexibility to move to cash in times of high market risk to preserve capital.

U.S. Fixed Income Strategy*

An ETF managed portfolio that aims for superior performance versus the Barclays Aggregate Index, by providing diversified exposure across major components of the fixed-income markets. AGFiQ's team utilizes a quantitative approach in an effort to identify valuation and technical signals to identify the segments of the fixed-income market that are expected to over/underperform the Barclays Aggregate as a whole.

Global Multi-Asset Strategy*

An ETF managed portfolio that aims for superior performance versus a balanced 65/35 MSCI All Country World Index and Barclays Aggregate, by providing diversified exposure to all 10 U.S. equity sectors, five international markets, major components of the fixed-income markets, and alternatives. Factor ranking within sectors, across regions, and fixed-income segments allows the Strategy to access well known risk premia. The Strategy incorporates a portfolio hedge during times of increasing volatility and has the flexibility to move to cash in times of high market risk to preserve capital.

*The Strategies all nest upon the building blocks of each individual strategy (i.e. U.S. Strategy formulates our strategic over/under sector weights, Global uses U.S. Strategy as a core component and adds International regional exposure etc.)

Other Investment Capabilities

With our deep knowledge and experience in other investment capabilities, which include pure quantitative and other blended strategies, AGFiQ’s team can potentially create custom strategies that range across a variety of market exposures and desired client goals from domestic and global equities to income-generating and balanced strategies.

Equity Strategies
Canada
  • Traditional Core
  • Enhanced Core - Reduced Volatility
  • Dividend Income
U.S.
  • Traditional Core
  • Enhanced Core - Reduced Volatility
  • Dividend Income
  • Dynamic U.S. Equity
Global
  • Traditional Core
  • Enhanced Core - Reduced Volatility
  • Dynamic Global Equity
International
  • Traditional Core
  • Enhanced Core - Reduced Volatility
Emerging Markets
  • Traditional Core
  • Enhanced Core - Reduced Volatility
Multi-Asset Strategies
Canada
  • Conservative
  • Balanced
Global
  • Conservative
  • Balanced
  • Core Absolute Return