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Passive Investment Management

Almega Wealth Management offers Passive Asset Class Investment Portfolios broken down into 5 categories, Core Wealth, Core Plus Wealth, Tax-Sensitive, Sustainability, and Socially Responsible.  These portfolios are available in conjunction with our Wealth Management service offering or as standalone separately managed accounts.

Our Passive Asset Class Investment Portfolios are based on the academic work of Nobel Laurette Eugene Fama (U.Chicago) and Professor Kenneth French (Dartmouth) the pioneers of the Efficient Market Hypothesis and multi-dimensional equity valuation risk/reward model.  Their collective works are now cornerstone to asset class portfolio management.  Additional academic contributors to our passive asset class investment philosophies include Nobel Laurette Robert C. Merton (MIT), who pioneered derivatives pricing, Nobel Laurette Merton Miller (Stanford), a macroeconomics pioneer, and Professor Robert Novy-Marx (U.Rochester), a pioneer in equity momentum theory.

We build our Passive Asset Class Investment Portfolios using mutual funds and exchange-traded funds (ETFs) through institutional investment managers like Dimensional Fund Advisors (DFA) and Goldman Sachs, not generally available to retail investors

Within each category set, equity/fixed income allocations are designed to address specific investment goals and risk preferences of the client. The higher equity allocations are intended for clients focusing on growth of wealth; the higher fixed income allocations emphasize volatility reduction and preservation of purchasing power.  Each portfolio reflects basic principles of asset allocation theory and seeks to add value through efficient implementation and portfolio enhancements arising from our latest advancements in research and implementation.

Core Wealth Portfolios

Pursues higher expected returns across global equity and fixed income markets. The Core Wealth portfolios deviates from index market capitalization weights to target securities with higher expected returns among small cap, value, and high-profitability companies.  The fixed income components pursue higher expected returns along term, credit, and currency dimensions.

Core Plus Wealth Portfolios

Seeks expected returns above those of the Core Wealth Portfolios through greater emphasis on equity and fixed income securities offering higher expected returns.  Within the equity component emphasis is placed on size, value, and profitability premiums more deeply through marketwide and component strategies.  The fixed income components pursues higher expected returns through allocations that may emphasize longer duration and lower-credit quality bonds across multiple currencies.

Tax Sensitive Portfolios

With a similar approach as our Core Wealth Portfolios, our Tax Sensitive Portfolios utilizes a tax-sensitive, global allocation of tax-managed core equity strategies and municipal bond holdings.  The equity investment components incorporates tax considerations in portfolio management and trading decisions in an effort to reduce federal income tax impact and improve after-tax returns.  The fixed income component emphasizes municipal bonds.

Sustainability Portfolios

Almega Wealth Management’s sustainability solutions offer an approach to applying environmental criteria within a robust investment framework based on the patented work of Dimensional Fund Advisors (DFA) within the area of sustainability investing.  DFA draws upon their close work with leading scientists and decades of experience integrating research and data within investment processes.  Subsequently, our sustainability portfolios are designed to target measurable sustainability goals while maintaining broad diversification, efficient cost management, and a focus on higher expected returns.

Socially Responsible Portfolios

Our socially responsible portfolios utilize DFA social core funds, which seek to exclude companies engaged in activities relating to certain social issues.  DFA applies social screens to a broadly diversified investment universe while implementing their systematic process to increase expected returns and manage risk.  This aligns portfolio design with certain social considerations while pursuing higher expected returns.  

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