Many portfolios are fully long, fully exposed, and structurally dependent on market direction. Institutional portfolios, by contrast, often incorporate overlay strategies designed to manage beta, reduce concentration, and address downside asymmetry.
An overlay is an additional strategy layered onto an existing portfolio to modify risk characteristics without liquidating core holdings.
Combines long exposure with offsetting short positions to reduce net market beta while targeting relative return opportunities.
A completion sleeve designed to reduce unintended market risk and potentially offset equity drawdowns during stress environments.
Tailored baskets designed to neutralize concentration risk or rebalance factor exposures without forced liquidation of legacy positions.
Historically, overlay strategies were available primarily through hedge funds, private partnerships, or institutional mandates with high minimums.
The Structural Intelligence platform evaluates whether an overlay may address identified issues such as:
The Structural Audit determines whether overlay strategies may address identified concentration, correlation, or beta risk. Advisory services are provided only pursuant to a written agreement.