Asset Management Risk-Based investment solutions Asset Management Risk-Based investment solutions In this sectionAsset Management USActive Management ExpertiseRisk-Based investment solutions Our main goal is consistency and risk control. Based in New York, our process integrates a proprietary technology that uses cutting-edge, risk-based weighting strategies. We offer unconstrained solutions in a range of single and multi-asset classes including equity, fixed income and commodity, whilst providing a transparent, consistent and risk-based approach. Our expertise We provide efficient alternatives to conventional 'cap-weighted' (equity) or 'debt-weighted' (bond) portfolios, which can also be tailored to meet each investor's objectives. Our approach uses risk contribution as the input in the model that determines weights, whereas market-cap weighting uses size as the input to define weights and treats risk contribution as a random consequence. Read More By using Rothschild & Co's proprietary technology, we can deliver client-focused solutions with capabilities across asset classes. These solutions seek to outperform conventional approaches, while reducing volatility, limiting drawdowns and improving risk-adjusted returns.We offer client-driven solutions, advising institutional investors on risk-based strategies that can be tailored to their investment needs. Solutions are available through model delivery and a variety of investment vehicles including separately managed accounts, mutual funds and ETFs. Our philosophy We offer an alternative to market capitalisation weighting with an effective risk-based approach to index construction. We aim to deliver attractive risk-adjusted returns, reducing significantly the volatility and the maximum drawdown compared with traditional market-capitalisation weighted portfolios. Read More Risk should inform portfolio allocation, not the other way around In traditional weighting approaches, risk is an uncontrolled output of the constituent weights. We believe the weight of a portfolio constituent should reflect its contribution to portfolio risk.Line-by-line analysis We analyse volatility and cross-correlation on a line-by-line basis to assess the marginal risk contribution of each portfolio holding.Simple and transparent We strive for model robustness, while employing transparent and straight-forward processes. Our indicesOur strategy aims to equalise risk contribution of index constituents and to maximise risk diversification - while overcoming excessive turnover and portfolio concentration. Important Index ModificationNew York, NY, June 5, 2019: Rothschild & Co Risk Based Investments LLC announces upcoming modifications to the methodologies of the Rothschild & Co Risk-Based Indices.Effective with the rebalance scheduled for Friday, July 12, 2019 all Rothschild & Co Risk-Based Indices will make the following changes:The rebalancing frequency will change from monthly to quarterly on the second Friday of each quarter* in January, April, July and OctoberA Buffer Rule will be instituted as part of the Indices quarterly equity universe ranking process that maintains a security as an index constituent if the security's risk score ranks within the bottom 10% of the 50% highest risk scoresThese modifications are expected to have the positive effect of reducing the index component turnover.Please note that the Rothschild & Co Risk-Based Indices Methodologies are being updated to reflect these changes.*If the second Friday is not a business day, then the rebalance day is the next business day. R&Co Risk-Based Index Series – Methodology R&Co Risk-Based Canada Index - RulebookR&Co Risk-Based Europe Index - RulebookR&Co Risk-Based Global Developed Markets Index - RulebookR&Co Risk-Based Japan Index - RulebookR&Co Risk-Based UK Index - RulebookR&Co Risk-Based US Index - RulebookR&Co Risk-Based International Index - RulebookR&Co Risk-Based Index Series - WeightingR&Co Risk-Based Canada Index – WeightingR&Co Risk-Based Europe Index – WeightingR&Co Risk-Based Global Developed Markets Index – WeightingR&Co Risk-Based Japan Index – WeightingR&Co Risk-Based UK Index – WeightingR&Co Risk-Based US Index – WeightingR&Co Risk-Based International Index – WeightingR&Co Risk-Based Index Series - IndicesR&Co Risk-Based Canada IndexR&Co Risk-Based Europe IndexR&Co Risk-Based Global Developed Markets IndexR&Co Risk-Based Japan IndexR&Co Risk-Based UK IndexR&Co Risk-Based US IndexR&Co Risk-Based International Index News and publications Monthly Letter – January 2020 Read more Monthly Letter – December 2019 Read more Monthly letter – November 2019 Read more Contacts Countries - Belgium France Germany Italy Luxembourg The Netherlands Spain Switzerland United Kingdom USA Offices - Brussels Frankfurt London Milano New York Paris Zurich Disclaimer © Rothschild & Co Risk Based Investments, LLC ("R&CoRBI"). 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