The Downside Defender Portfolios combine core and adaptive allocations to various global equities, bonds, commodities, and currencies.

Each portfolio includes a core weighting to US Large Cap equity, Long-Term US Treasuries, and Gold. Additionally, adaptive weightings are made using a quantitative process that identifies momentum trends in the following asset classes: US Large Cap equity, International Developed equity, Emerging Markets equity, US T-bills, Long-Term US Treasuries, gold, commodities, and bullish US Dollar currency.

Diversification benefits are sought by selecting index components with similar risk profiles, but that have historically exhibited low correlation to each other. This rules-based, multi-asset approach seeks to increase the potential for index returns across various economic environments, while mitigating downside potential.

The portfolio series offers different participation levels, each attempting to provide a specified exposure to the base strategy.