RothschildAsset Management Risk-Based investment solutions RothschildAsset Management Risk-Based investment solutions In this sectionRothschild Asset Management North America Our main goal is consistency and risk control. Based in New York, our process integrates a proprietary technology that uses cutting-edge, risk-based weighting strategies. We offer unconstrained solutions in a range of single and multi-asset classes including equity, fixed income and commodity, whilst providing a transparent, consistent and risk-based approach. Our expertise We provide efficient alternatives to conventional “cap-weighted” (equity) or “debt-weighted” (bond) portfolios, which can also be tailored to meet each investor's objectives. Indeed, our approach uses risk contribution as the input in the model that determines weights, whereas market cap weighting uses size as the input to define weights and treats risk contribution as a random consequence. By using Rothschild & Co's unique proprietary technology, we can deliver client-focused solutions with capabilities across all asset classes. These solutions can outperform conventional approaches, while reducing volatility and limiting drawdowns. Read More By using Rothschild & Co's unique proprietary technology, we can deliver client-focused solutions with capabilities across all asset classes. These solutions can outperform conventional approaches, while reducing volatility and limiting drawdowns.We offer client driven solutions, advising institutional investors on risk-based solutions that can be tailored to their investment needs. We do this through a broad range of investment vehicles:Advisor for dedicated mandatesAdvisor for funds or ETFsIndex Administrator for the R Risk-Based Index SeriesWe benefit from three levels of adaptability to create bespoke client solutions:Vehicle structure (fund / segregated mandate / SWAP / certificate)Investment Universe (Global / Country focus / ESG)Sub Asset Class (single asset portfolio / multi-asset portfolio) Our philosophy We offer an alternative to market capitalisation weighting with an effective risk-based approach to index construction. We aim to deliver superior risk adjusted returns reducing significantly the volatility and the maximum drawdown compared with traditional market-capitalisation weighted portfolios. Read More Risk should inform portfolio allocation, not the other way around In traditional weighting schemes, risk is an uncontrolled output of the constituent weights. We think the weight of a portfolio constituent should reflect its contribution to portfolio risk.Line-by-line analysis We analyse volatility and cross-correlation on a line-by-line basis to assess the marginal risk contribution of each portfolio holding.Simple and transparent We strive for model robustness, while employing transparent and straight-forward processes. Our indicesOur strategy aims to equalise risk contribution of index constituents and to maximise risk diversification - whilst overcoming excessive turnover and portfolio concentration. R Risk-Based Index Series - MethodologyR Risk-Based Canada Index - RulebookR Risk-Based Europe Index - RulebookR Risk-Based Global Developed Markets Index - RulebookR Risk-Based Japan Index - RulebookR Risk-Based UK Index - RulebookR Risk-Based US Index - RulebookR Risk-Based International Index - RulebookR Risk-Based Index Series - WeightingR Risk-Based Canada Index - WeightingR Risk-Based Europe Index - WeightingR Risk-Based Global Developed Markets Index - WeightingR Risk-Based Japan Index - WeightingR Risk-Based UK Index - WeightingR Risk-Based US Index - WeightingR Risk-Based International Index - WeightingR Risk-Based Index Series - IndicesR Risk-Based Canada IndexR Risk-Based Europe IndexR Risk-Based Global Developed Markets IndexR Risk-Based Japan IndexR Risk-Based UK IndexR Risk-Based US IndexR Risk-Based International Index News and publications Monthly Letter – April 2018 Read more Monthly letter – March 2018 Read more Perspective – January 2018 Read more Contacts Countries - Belgium France Germany Italy Luxembourg The Netherlands Spain Switzerland United Kingdom USA Offices - Frankfurt London Milano New York Paris Zurich Disclaimer © Rothschild Risk Based Investments, LLC ("RRBI"). 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