INVESTMENT MANAGEMENT

We work with clients who can invest more than $500,000 in aggregate. 
We can establish accounts with a sub-minimum of $25,000 per registration.

Investing offers a multitude of opportunities to achieving your personal and professional goals.  We embrace that your financial goals and needs are diverse and unique, so we provide tailored advice and portfolios for your time horizon, risk tolerance, tax scenario and investment objectives.


After evaluating your needs, we will help you design a portfolio that follows 5 attributes:

Our due diligence process is centered around locating the most effective fund managers, public companies, asset classes or sectors that we believe will contribute to out-performance in all market cycles. 

 Our investment research is rigorous, and we employ several portfolio management theories.  The most notable are:

  1. Modern Portfolio Theory - a quantitative/mathematical based approach to determine optimal risk-reward paradigms in asset allocation design.
     
  2. Behavioral Finance - a qualitative approach that includes reviewing shifting trends in consumer spending to anticipate the future including emotional attributes such as fear and greed which create inefficiencies, opportunities and threats.  
     
  3. Active and Passive management techniques - both can provide positive contributions towards investment outcomes.

We believe that the digital transformation that is occurring in the world is providing unprecedented disruption and investment opportunities.  As examples, think of what has replaced The Yellow Pages, record stores, paper, the telephone and physical money.

We are cognizant of the tax structure of our clients investments.   For example if looking at an IRA which is a deferred tax vehicle, we take advantage of this in several ways from asset allocation design, selection of securities that pay dividends or income and to execute tactical trading where yield arbitrage exists or if profit taking makes sense.

Our portfolio management services include needs analysis, customized portfolio design, research, execution, monitoring, rebalancing, tax harvesting, required minimum distribution calculation and execution, liaising with your tax professional with respect to IRA/ROTH contribution consulting and execution, provision of tax documents, liaising with your estate attorney with respect to trust related matters and income distribution planning.

Investing can become overwhelming and complex but, if handled properly, will be paramount in crafting your financial future. Whether you are in the wealth accumulation, income distribution or capital preservation stage of life, let us help you design and manage a portfolio that is uniquely suited to your needs.


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Beta is a measure of systematic risk or the sensitivity of a portfolio's movements to a benchmark. A beta of 1.0 implies an expectation of the movement of a portfolio's return series to match that of the benchmark used to measure beta.  Beta ranges above are in reference to the S&P500® index.  Standard & Poor's S&P 500® Index is a registered trademark of Standard & Poor's, a division of the McGraw-Hill Companies Inc. The S&P 500® Index is unmanaged and cannot be invested in directly. Standard & Poor's is the owner of the trademarks, service marks and copyrights related to its indexes. The S&P 500® Index is an index of the common stock prices of 500 widely held U.S. stocks and includes reinvestment of dividends.

Standard Deviation is a statistical measure of volatility, indicates the "risk" associated with a return series.  Standard deviation of return measures the average deviations of a return series from its mean and is often used as a measure of risk. A large standard deviation implies that there have been large swings in the return series of the manager.

Sharpe Ratio, developed by Professor William F. Sharpe, is a measure of reward per unit of risk – the higher the Sharpe Ratio, the better. It is a portfolio's excess return over the risk-free rate divided by the portfolio's standard deviation. The portfolio's excess return is its geometric mean return minus the geometric mean return of the risk-fee instrument (by default, T-bills).