Approach
Key Benefits
- Alpha can be ported to any liquid benchmark (can be customized to fit client specific needs)
- Multiple sources of uncorrelated alpha may improve information ratios
- Fully modular and customizable approach to suit client needs
- Appropriate risk controls allow for greater return potential
- Access to alpha opportunities in alternative investments
Performance
Performance
Performance data for this strategy is not available at this time.
Past performance does not guarantee future results.
Periods greater than one year are annualized. Performance data is considered final unless indicated as preliminary. Monthly performance is based on full GIPS Composite returns. Access the GIPS page for full composite details.
The Composite performance information represents the investment results of a group of fully discretionary accounts managed with the investment objective of outperforming the benchmark. Information is subject to change at any time. Gross returns are presented after all transaction costs, but before management fees. Returns include the reinvestment of income. Net performance is shown after the deduction of a model management fee equal to the highest fee charged.
Literature
Investment Team
Disclosures
Principal Risk
The investment strategy's principal risks are generally those attributable to investing in stocks, bonds and related derivative instruments. Holdings are subject to market, issuer and other risks, and their values may fluctuate. Market risk is the risk that securities or other instruments may decline in value due to factors affecting the securities markets or particular industries. Issuer risk is the risk that the value of a security or instrument may decline for reasons specific to the issuer, such as changes in its financial condition. The strategy may also be exposed to risks involved with international investing, including currency fluctuation and economic and political risk not found in investments that are solely domestic. Additionally, the concentration of holdings may lead to high volatility and tracking error relative to the benchmark. Furthermore, there is the risk that needed hedges may not always be available in the derivatives markets or available at attractive prices.