Smaller and mid-sized (SMID) companies exhibit higher dispersion and re-ranking. Explore how portfolio structure may behave differently in SMID equity.
Engineering Diversification: Inside the Three-Step Process
A transparent look inside Intech’s three-step, benchmark-aligned process integrating fundamentals, volatility, and disciplined rebalancing.
Volatility Isn’t the Enemy. It’s the Mechanism.
Volatility is often treated as risk to suppress. But portfolio structure shows it may also be a structural mechanism of long-term growth.
Passive. Active. Or Structurally Engineered?
The core equity debate isn’t just passive vs. active. Explore a structure-first framework for benchmark-aligned portfolios.
What Actually Drives Portfolio Growth? (Hint: It’s Not Just Stock Picking)
Stochastic Portfolio Theory shows portfolio growth comes from more than stock selection. Explore the two structural drivers of compounding.
Is Your Core Equity an Ungoverned Active Bet?
Cap-weighted indexes potentially embed concentrated risk. Explore why fiduciaries must govern how core equity is structured, not just what they own.
Stock Effects + Volatility Effects: Dual Drivers of Growth
Portfolio growth comes from two engines: stock effects and volatility effects. Learn how both shape core equity allocations for advisors.
Why Factors Aren’t the Whole Story in Core Equity
Factors rotate, crowd, and drift. Learn why Peregrine chose an Intech strategy built on structure, diversification, and systematic rebalancing.
Structure Over Stories: Why One RIA Chose a Different Core
Stock and factor stories fade. Learn how Peregrine built portfolios on structure, diversification, and discipline instead of market narratives.
Solving Core Equity Trade-Offs for Fiduciaries and Model Portfolios
Richard Yasenchak, CFA, describes why volatility effects can contribute to equity returns and help improve diversification without abandoning benchmark alignment.