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Optimization Model
Legend Advisory Corporation developed the quantitative Optimization Model to effectively deploy AANN's recommendations in an effort to produce an optimum output for each model portfolio. The Optimization Model establishes numerical outputs for different asset classes, balancing risk with returns as it deems appropriate for each portfolio's investment objective. The program is designed to analyze returns per unit of risk taken for each asset class as opposed to examining any of the risk or return variables in isolation. Standard deviations are used to account for risk. Historical data, including returns, standard deviations and correlation coefficients (between different asset classes), are input on a monthly basis.
Learn More:
- Request a consultation
- Download Form ADV Part II*
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