Information Density: Smart Portfolios – Signal Evidence & AI Readability

[H1] The Science of Investing

[H4] State of the Art Asset Allocation and Risk Management

[H2] Up Your Game

[H4] Invest Using The Best-of-Breed Science

Smart Portfolios™ uses science by an unaffiliated Nobel Prize-winning economist seeking to provide superior asset allocation
models for investment professionals. Smart Portfolio's system's objective of, Dynamic Portfolio Optimization™, seeks
to more accurately measure risk and the expected return of securities and markets.

[H2] Invest Intelligently

[H4] Use advanced risk-managed investment strategies

It's all about risk versus reward. Big events are more common than standard statistics would have us believe. With Smart Portfolios'
advanced risk technology we look to better assess risk and shift our investments to optimize risk­adjusted returns.

[H2] Strategize Better

[H4] With Smart Portfolio's Dynamic Portfolio OptimizationTM

Smart Portfolios™ seeks to manage risk at each step in the process from the selection of individual investments to the complete portfolio design.
The Dynamic Portfolio Optimization™ model incorporates proprietary tools developed for quantifying risk, with Expected Shortfall, a more accurate measure of risk.

⚠️ Important Notice:
We are aware of a WhatsApp group providing financial advice using our company’s name. Smart Portfolios does not publish advice on WhatsApp or any social media platform. Please note that this activity is not authorized by Smart Portfolios. For official communications and advice, please contact us directly here:
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Toll Free: (877) 686-3636
Local: (206) 686-3636
Fax: (206) 686-3637

[H6] Seattle Headquarters

17865 Ballinger Way NE
Seattle, WA 98155-4234

[H5] Privacy Policy

Smart PortfoliosTM, LLC does not disclose nonpublic personal information relating to current or former
customers to any third parties, except as required or permitted by law and in order to facilitate the
clearing of customer transactions in the ordinary course of business. We do not sell, license, lease or
otherwise disclose your personal information to any third party for any reason.

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Management Team

[H6] Bryce James

[H5] Founder & CEO

Learn More

Bryce James, President and
CEO, has over thirty four years of hands-on investment experience,
most recently as partner and founder of Shield Investment Advisors,
a fixed-income fund of hedge funds. Prior to Shield, he was a Senior
Vice President with Morgan Stanley.

Mr. James spent most of his career
as a portfolio manager. He specializes in building custom trading algorithms,
financial content delivery systems and performance measurement software solutions.

From 1983 to 2000, Mr. James compiled a stellar record as a
fee-based portfolio manager and consultant to corporations, trusts,
retirement plans, ESOPs and high–net-worth individuals. He created the
Investment-Consulting model for brokerage Drexel Burnham Lambert in 1984.

Mr. James holds a B.S. in Accounting, Finance and Marketing from Central
Washington University and received a Certified Investment Management
Analyst designation from the Wharton School, University of Pennsylvania,
in 1992.

[H6] Keith Campbell

[H5] Chief Investment Officer

Learn More

Keith Campbell is
responsible for implementing Smart Portfolio's quantitative asset
allocation model. This includes code development, research,
portfolio management and trade execution.

Mr. Campbell holds a Masters degree in Financial Engineering
from the University of Michigan. Prior to joining Smart
Portfolios, Mr. Campbell was Head of Portfolio Construction
and founding member of Reign Capital Management, a Managed
Futures Commodity Trading Advisor (CTA).

In total, Mr. Campbell has over fifteen years of
financial industry experience. He also served as a
quantitative systems developer for Rotella Capital Management,
CTA, and as a credit risk analyst for Bank One. He also holds
a BS in Industrial Engineering from Purdue University and
began his career with 2 years of engineering/manufacturing
with General Electric.

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Educational
[H4] Investing Strategies

These videos by Bryce James compare older paradigm investing strategies
with modern theories. We hope that you'll find them educational and inspiring.

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[H6] Section 1:
Why Today's Investment Approaches Fall Short

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[H6] Section 2:
Why Modern Portfolio Theory Was Destined To Fail

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[H6] Section 3:
Dynamic Asset Allocation Lowers Risk And Can Enhance Returns

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[H6] Section 4:
How Smart PortfoliosEmpowers You

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[H4] Basics of Portfolio Management

[H5]
What Is Portfolio Optimization?

Portfolio optimization is the process of choosing the proportions of
various assets to be held in a portfolio, in such a way as to make the
portfolio better than any other according to some criterion. The criterion
will combine, directly or indirectly, considerations of the expected
value of the portfolio's rate of return as well as of the return's
dispersion and possibly other measures of financial risk.

[H5]
What Is Diversification?

In finance, diversification is the process of allocating
capital in a way that reduces the exposure to any one particular asset
or risk. A common path towards diversification is to reduce risk or
volatility by investing in a variety of assets. If asset prices do not
change in perfect synchrony, a diversified portfolio will have less variance
than the weighted average variance of its constituent assets, and often
less volatility than the least volatile of its constituents.

The simplest example of diversification is provided by the proverb
"Don't put all your eggs in one basket". Dropping the basket will break
all the eggs. Placing each egg in a different basket is more diversified.
There is more risk of losing one egg, but less risk of losing all of them.

Diversification is one of two general techniques for reducing investment risk.
The other is hedging.

[H5]
What Is Asset Allocation?

Asset allocation is the rigorous implementation of an investment strategy
that attempts to balance risk versus reward by adjusting the percentage of
each asset in an investment portfolio according to the investor's risk
tolerance, goals and investment time frame.

Asset allocation relies on what investors call diversification, and what
professionals call correlation. The idea is to structure a portfolio of
dissimilar securities that tend to move in opposite directions so that
when some are waning, others are waxing, thus reducing losses with the
potential of achieving better risk-adjusted returns. However, more
fundamental than diversification are risk measurements and return forecasts.
Risk, return and correlation are the building blocks to achieve the optimal
asset mix for the more than 50 asset allocation models we know of worldwide.
The linchpin and most important factor in asset allocation modeling is the
evaluation of risk.

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