Grounded in Academia

Unlike the vast majority of investment strategies, the investment philosophy followed
by Wealth Management Partners is academically sound and based on the Nobel
Prize-winning tenants of Modern Portfolio Theory. Our overall objective is to help
clients structure globally diversified portfolios that add value over simple index
strategies. Toward this end we remain dedicated to low-cost investing, consistent with a low turnover, "no forecasting," "efficient market" philosophy. We strictly adhere to the following:

	Markets are efficient:  Investor returns are principally determined by a portfolio policy adhering to the tenets of asset allocation, diversification and negative correlation.
	Investors should be rewarded in direct proportion to levels of risk they take.

Harnessing the Power of Free Markets

All Wealth Management Partner recommended investment strategies have been
engineered to realize diversification benefits and favorable risk/return characteristics
captured by the return behavior of strict asset class exposures - not market timing or
stock selection. We don't rely on economists to forecast business cycles or interest
rates. We don't utilize investment strategists who churn investment allocations
between stocks and bonds. And we don't utilize analysts who search out so-called
"undiscovered" stocks.

Controlling Risk

Conventional index fund strategies employ a similar approach; however, our portfolio strategies differ in some significant and important respects.

Minimizing Costs

Our advice places a great emphasis on minimizing portfolio turnover and
trading/transaction costs. Rather than replicate an index in mechanical fashion, a
sophisticated block-trading strategy is employed that allows for slight variations in
day-to-day portfolio weightings. This activity achieves both negative trading costs and enhanced net investment returns.

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Markets are efficient: Investor returns are principally determined by a portfolio policy adhering to the tenets of asset allocation, diversification and negative correlation.

Investors should be rewarded in direct proportion to levels of risk they take.

Our portfolio strategies do not necessarily track the popular market benchmarks, but rather are engineered to capture specific dimensions of worldwide returns which are accompanied by independent sources of risk.

For equity markets, both United States and international, we currently identify two risk factors - company size (small v. large market capitalization) and high book-to-market (value) ratios. Both sources of risk premium provide the expectation of superior risk-adjusted returns.

For fixed income markets, we utilize a variable maturity schedule intended to identify the optimal maturity range (changes in the shape of the yield curve) for maximizing
expected returns.