Season's proprietary MarketVANE is designed to mitigate large capital losses that come from riding out prolonged downturns in risk assets.
In periods of extreme stress, even a well-diversified portfolio runs the risk of participating in a deep, prolonged downturn in the markets. This risk can be proactively managed to reduce drawdown exposure and portfolio volatility.
MarketVANE is Season’s proprietary downside protection program designed to mitigate large capital losses that come from riding out prolonged downturns in risk assets. MarketVANE is a trend-following model built on a number of price momentum indicators. It utilizes a multi-step process to monitor and score each individual indicator based on how positive or negative it is for risk assets.
A combined MarketVANE score is used to determine where our exposure should lie relative to client specific targets (fully invested, underweight or in cash). The purpose of MarketVANE is to reduce our clients’ exposure to risk assets during a steep selloff, thereby cutting off the downside and creating more consistency in portfolio returns.