In the Citadel Portfolio, we use ETF’s and mutual funds to fulfill the large and small company stock portions of the portfolio. In the Alhambra Portfolio, we substitute a portion of the equity allocation with one of our Individual Stock portfolios. We manage two different strategies:
Archer (Value, Quality & Momentum) – VQM screens a universe of global equities based on value, quality, and momentum criteria. Momentum in this case refers to earnings momentum.
Fortalice – This model uses earnings revisions as the foundation for stock selection. The model de-emphasizes the value part of the VQM portfolio.
The Alhambra Portfolio may also include individual securities and actively managed funds in other asset classes.
A fully invested Alhambra Portfolio might look something like this:
The Alhambra Portfolio – a fortress against market storms.