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    3. Model Management

    Model Management

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    One of the important roles for the advisor is to help determine the right risk level for their client’s goals and circumstances. 

    Logia constructs and maintains a range of asset allocation models to serve investor needs across the risk spectrum. The models and their corresponding objectives are based on a target level of risk that advisors can match to their client’s risk tolerance and capacity. Modeling is based on forward-looking market forecasts, not historical data.

    The formation of the models begins with a definition of the investable universe. Constraints and exclusions may be made for practical purposes without materially impacting the potential performance of the models.

    Allocations for the eligible assets classes are based on capital market assumptions.  Equity forecasts start with the Schiller P/E 10 for the S&P 500, and then use relative valuation models to set forecasts for sub-asset class returns.  Bond returns are largely forecast based on the implied forward yield curve and credit spreads.  Other approaches may be used for more esoteric asset classes as needed.

    These return assumptions, standard deviations, and correlations are used as inputs to mean variance optimization to drive allocations.  As a practical matter, the optimization is constrained to generate allocations that meet client and advisor expectations and control tracking error to the overall benchmarks.

    The result is a set of asset models that forward-looking assumptions suggest are efficiently allocated.  Models are reviewed periodically against updated capital market assumptions, and adjusted as needed. 

    Benefit to advisor: asset allocation models constructed and maintained by a dedicated investment team using well-established models for forward-looking capital market assumptions.

    What We Do

    • Model Management
    • Product Management
    • Program Management
    • Portfolio Construction
    • Portfolio Rebalancing

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    15100 Rosewood Street
    Leawood, KS 66224
    •  Tel: 844-882-0193
    •  jeanne.lipson@sunflowerbank.com
    •  

    Investment advisory services are offered through Logia Portfolio Management LLC (“Logia”), an SEC-registered investment adviser. Logia is affiliated with Sunflower Bank, N.A. (“Sunflower Bank”). Both Logia and Sunflower Bank are wholly owned by FirstSun Capital Bancorp (“FirstSun”).

    Sunflower Bank offers various banking, fiduciary and custody products and services, including discretionary portfolio management. In such cases, Sunflower Bank is responsible for the day-to-day management of these accounts.

    Nothing on this website constitutes investment, legal or tax advice, nor that any performance data or any recommendation that any particular security, portfolio of securities, transaction, investment or planning strategy is suitable for any specific person. Investment advice can only be rendered after the engagement of Logia, execution of required documentation, and receipt of required disclosures. Investments in securities involve the risk of loss. Any past performance is no guarantee of future results. Advisory services are only offered to clients or prospective clients where Logia and its advisors are properly licensed or exempted. For more information, please go to https://adviserinfo.sec.gov and search by our firm name or by our CRD #: 269963.

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