Does the investment management for your qualified plan incorporate ongoing measurements of MPT statistics and general data such as:
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Measurements from 3-factor model and CAPM?
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Diversification measurements using correlation coefficients?
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Risk measurements using standard deviation, beta, Sharpe Ratio?
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Asset allocation back testing?
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Costs analysis?
Incorporating an investment philosophy based on Nobel Prize-winning research, RCM implements an investment strategy designed to capture market rates of return for academically defined asset classes. We also make use of the above mentioned measurement techniques while analyzing and managing your portfolio.
RCM initiates the process by developing a thorough understanding of the plan’s design and the demographics of the covered employees. Utilizing information gathered in this initial process, RCM develops an Investment Policy Statement that seeks to set the basics of the investment objectives of the portfolio structure and defining risk tolerance; defining the asset allocation structure, and clarifying performance standards and communication procedures.
For client portfolios, RCM’s objective is to add value over an actively managed stock selection approach, as well as over a simple index strategy. Our approach does not depend on market timing, stock selection or economic forecasting. We use true institutional asset class funds not available to the general public in our academically defined, analytically constructed portfolios.
The professional staff at RCM meets with plan trustees on a periodic basis to review the investment performance of the portfolio relative to the goals outlined in the Investment Policy Statement, to review the continued applicability of the Investment Policy Statement and to coordinate any necessary changes or modifications. | 
