GNC equity portfolios utilize quantitative modeling to provide a systematic and repeatable
process whose attributes can be understood and predicted to a greater degree than a
traditional fundamental process. This enhances their effectiveness within the context of a
broader asset allocation.
GNCís fixed income process utilizes a proprietary quantitative model designed to select the
optimal duration from a set of maturity choices. The model analyzes yield curve relationships
under a variety of market conditions to make its prediction of the optimal maturity. The
process does not include credit analysis, so we apply this model to highly liquid instruments
with little or no credit risk, such as US Treasury and Agency bonds.