GAA aims for income and capital appreciation with positive, uncorrelated returns at minimal volatility across many asset types using a fund-of-funds approach. The fund targets investing in around 29 ETFs, located globally consisting of stocks, bonds, real estate, commodities and currencies. It follows a roughly 45% equity, 45% fixed-income, and 10% currency/commodity allocation that can include inverse exposure. GAAs use of ETFs rather than individual securities is consistent with top-down security selection, but its documents give only the broadest outlines of its black-box methodology: value, momentum and trend. The portfolio rebalanced annually to meet target allocations. Prior to Jan. 1, 2019, GAA tracked the Cambria Global Asset Allocation Index, which followed a similar strategy.
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