Asset Allocation Baselines, Minimums & Maximums for OCIO ETF

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Systematic investing rules determine asset allocation for the ClearShares OCIO ETF (OCIO). However, each of the portfolio’s seven global asset classes have distinct minimum/maximum exposure limits.

Asset Class Minimum Exposure Baseline Exposure Maximum Exposure
U.S. Equities 25% 45% 55%
Foreign Developed Equities 6% 10% 12%
Emerging Market Equities 3% 5% 5%
Real Estate 6% 10% 10%
U.S. Treasury Bonds 6% 10% 38%
Inflation-Protected Bonds 6% 10% 14%
International Treasury Bonds 6% 10% 14%

Within these bounds, OCIO uses as continuum-based approach to risk management. This seeks to create an all-weather portfolio that can help financial advisors ease clients away from risk instead of dramatically stepping down from it.

5 Primary Attributes OCIO ETF

Global Asset Allocation

Portfolio diversification across seven major global asset classes in a single ETF

Rules-Based Process Optimized for Behavioral Finance

Systematic investing process that we believe answers all questions about what, when, and how much to buy and sell –repeatable rules that maintain discipline during prolonged market volatility by leaving no room for emotional decision-making amidst euphoria or fear

Dynamic Adjustments in Response to Market Changes

Asset allocation naturally adapts to market conditions – portfolio can look quite different depending on the environment (e.g., when there are uptrends/downtrends in an asset class, interest rates change, volatility arises, or inflation/deflation occurs)

Focus on Managing Downside Risk

Constructed to manage risk during bear markets and periods of severe drawdowns (like 2022 and the Coronacrash of March 2020), but doesn’t need to go completely “risk off” amidst less significant pullbacks (especially those that affect only select asset classes, not the whole financial system)

Tax-Aware Portfolio Management

Within the ETF wrapper, decision making is diversified across a blend of timeframes, which generally allows short-term losses to be harvested and gains to be held as long as uptrends persist

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Roots of Systematic Investing Process Date Back to 2013

Blueprint Investment Partners began sub-advising OCIO in October 2021, but OCIO uses the same systematic investing process used to manage Blueprint’s separately managed account strategies since January 2013.

Blueprint Investment Partners claims compliance with the Global Investment Performance Standards (GIPS®) and has been independently verified for the period of January 1, 2013, through December 31, 2021.

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If you’d like to learn more about OCIO, a risk-managed, global asset allocation ETF