Panoramic Models
Symmetry Panoramic Models are built and managed with a disciplined, best-of-breed approach — grounded in evidence — that puts financial science on your side. Our Evidence-Based approach to investing draws on more than 90 years of data and research as well as the work of noted academics and economists such as Harry Markowitz, Eugene Fama and Ken French, and Andrew Ang, all of whom have provided powerful insights into investing.
Model Allocations
Panoramic Portfolio Models are built with Panoramic Funds and are broadly diversified and strategically allocated. They use the same Evidence-Based, data-driven investment approach, employ an exclusive blend of Money Managers, and offer a world of smart diversification with:
| Capital Preservation 0/100 | Conservative 10/90 | Conservative 20/80 | Conservative 30/70 | Conservative Growth 40/60 | Conservative Growth 50/50 | Moderate 60/40 | Moderate Growth 70/30 | Growth 80/20 | Growth 90/10 | Aggressive Growth 100/0 | |
| US Equity | 5.9% | 11.8% | 17.6% | 23.5% | 29.4% | 35.3% | 41.2% | 47.0% | 53.0% | 57.6% | |
| Int'l. Developed Equity | 2.7% | 5.4% | 8.2% | 10.9% | 10.9% | 16.3% | 19.1% | 21.9% | 24.6% | 26.7% | |
| Emerging Market Equity | 0.9% | 1.7% | 2.6% | 3.5% | 3.5% | 5.3% | 6.1% | 7.0 % | 7.9% | 8.6% | |
| REITs | 0.5% | 1.0% | 1.5% | 2.0% | 2.0% | 3.1% | 3.6% | 4.1% | 4.6% | 5.0% | |
| Short-Term Fixed Income & Cash | 3.9% | 4.0% | 4.0% | 4.1% | 4.2% | 4.2% | 4.3% | 4.3% | 4.3% | 4.0% | 2.0% |
| Corporate Bonds | 27.8% | 24.6% | 21.7% | 18.8% | 15.8% | 12.9% | 8.6% | 6.1% | 3.7% | 1.4% | |
| Government Bonds | 56.1% | 50.2% | 44.% | 38.5% | 32.6% | 26.7% | 20.8% | 15.0% | 9.2% | 3.5% | |
| Municipal Bonds | 0.4% | 0.3% | 0.3% | 0.3% | 0.2% | 0.2% | 0.1% | 0.1% | 0.1% | ||
| Securitized Debt | 11.6% | 10.4% | 9.2% | 8.0% | 6.8% | 5.6% | 4.7% | 3.4% | 2.1% | 0.8% | |
| Fixed Income Forwards/Futures | 0.3% | 0.5% | 0.4% | 0.4% | 0.5% | 0.4% | 1.5% | 1.1% | 0.7% | 0.3% | |
Our Expertise
The Tax-Managed Mutual Funds and Models are built using a best-of-breed selection of noted money managers, each of whom offers unique expertise in:
- Leveraging the 8 factors of return identified by academic science as helping to decrease risk and/ or increase potential returns.*
- Smart tax-managed strategies that may significantly reduce how much you lose to taxes each year
* Symmetry Partners’ investment approach seeks enhanced returns by overweighting assets that exhibit characteristics that tend to be in accordance with one or more “factors” identified in academic research as historically associated with higher returns. Please be advised that adding these factors may not ensure increased return over a market weighted investment and may lead to underperformance relative to the benchmark over the investor’s time horizon. The factors Symmetry seeks to capture may change over time at its discretion. Currently, the major factors in equity markets used by Symmetry and some associated academic research are: market (Sharpe, William F. “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk,” Journal of Finance, Vol. 19, No. 3 (Sept. 1964), 425-442.); market, size, value profitability, and investment (Fama, Eugene and Ken French. “A Five-factor Asset Pricing Model,” Journal of Financial Economics, Vol. 116, (Apr. 2015), 1-22.); size (Asness, Clifford., Andrea Frazzini, Ronen Israel, Tobias Moskowitz, and Lasse Pedersen “Size Matters, If You Control Your Junk,” Journal of Financial Economics, Vol. 129 (Sept. 2018), 479-509); profitability (Novy-Marx, Robert. “The Other Side of Value: The Gross Profitability Premium,” Journal of Financial Economics, Vol. 108 (Apr. 2013), 1-28); quality (Asness, Clifford S., Andrea Frazzini, and Lasse H. Pedersen. “Quality Minus Junk,” Review of Accounting Studies, Vol. 24 (Nov. 2018), 34-112); momentum (Jegadeesh, Narasimhan and Sheridan Titman. “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency,” Journal of Finance, Vol. 48, (March 1993), 65-91); minimum volatility (Ang, Andrew., Robert J. Hodrick, Yuhang Xing and Xiaoyan Zhang. “The Cross-Section of Volatility and Expected Returns,” Journal of Finance, Vol. 61 (Feb. 2006), 259-299.) In the bond markets, the major factors used by Symmetry are: maturity and credit (Ilmanen, Antti. “Expected Returns: An Investor’s Guide to Harvesting Market Rewards,” Wiley Finance (2011), 157-158 and 183-185.); value, quality, and momentum (Brooks Jordan., Diogo Palhares, and Scott Richardson. “Style Investing in Fixed Income,” Journal of Portfolio Management, Vol. 44 (Third Edition 2018), 127-139.); low volatility (de Carvalho, Raul Leote., Patrick Dugnolle, Xiao Lu, and Pierre Moulin, “Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets,” Journal of Fixed Income Vol. 23 (2014), pp. 51-70). All data is from sources believed to be reliable but cannot be guaranteed or warranted.