Enriched Investing Incorporated
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We are conservative investors who value capital preservation. Our minimum variance strategy of portfolio construction is designed to optimally minimize risk as a key factor in delivering performance.

The "Minimum Variance Anomaly" was first identified in academic literature in 1975. (Haugen & Heins, "Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles"; Journal of Finance and Quantitative Analysis, December 1975). It is considered an anomaly because it contradicts the relationship between risk and return predicted by the Capital Asset Pricing Model, a tenet of Modern Portfolio Theory.

This low volatility portfolio strategy has been shown to produce higher risk-adjusted returns than portfolios with high volatility stocks in nearly all markets studied.

By consistently applying our risk-managed approach, we are founded on the principle that markets tend to reward investors who manage their risk.