How is the economy affecting asset classes?

MIVI is a proprietary data-set analysis used by Saratoga Capital Management, LLC in its asset allocation modeling process.  The statistics that comprise MIVI are the foundation of Saratoga's asset allocation research.  MIVI incorporates roughly 50 macro-economic statistics, and is an acronym for the four main categories these underlying statistics fall into:

Monetary Policy  |  Interest Rates  |  Valuations  |  Inflation Statistics

MIVI Factsheet

To analyze the capital markets, Saratoga primarily studies the historical and current relationships between economic developments and capital market trends.  Our goal is to understand how many of the economic sectors that make up the capital markets (e.g., large capitalization growth, financial services, international equity, etc.) might react in the current economic environment. 

MIVI helps paint a data-driven picture of current and past economic environments which we can use to shed light on the dynamic between various economic sectors.  This guides us in our determination for when it is appropriate to adjust our asset allocation strategy.  Should the large capitalization growth sector be overweighted versus large capitalization value?  Should equity sectors be underweighted versus fixed income sectors, in general?  MIVI helps us answer these questions, and more.



The Quick & Dirty

Monetary Policy





Interest Rates