​​​Alternative

Equity Market Neutral Strategy

The strategy pursues outperformance of the ICE BofA U.S. 3-Month Treasury Bill Index while targeting a beta of 0.0 by maintaining long and short exposure of 100%.

Products offered
  • Separate Account
    • Equity Market Neutral

Competitive advantages

Active approach

The team’s active approach to systematic factor-based investing aims to generate alpha for their clients superior to passive approaches.

Cutting edge but transparent portfolios

Clients benefit from the latest cutting-edge techniques with full transparency into the drivers of risk and return in their portfolios.

Continuous innovation

While founded on decades of research, continuous innovation is core to the team’s fundamental beliefs.

Investment approach

An active approach to systematic factor-based investing

A fundamental approach, systematically implemented

The team’s approach is grounded in fundamental insights that are implemented systematically, resulting in intuitive portfolios.

Dynamic approach to factor selection

Thoughtful factor definitions combined with a dynamic modeling framework enable flexibility to adapt to changing market conditions.

Multi-dimensional risk management

The team maintains an intense focus on managing risk models and tools to effectively manage risk and control for unintended exposures.

1 of 3

Composite performance

Average annual returns

Average annual returns

(as of 9/30/2024)
5/1/2010
1M
3M
YTD
1Y
3Y
5Y
10Y
Inception
Composite (Gross)
-0.71
-2.29
3.04
6.80
9.67
4.75
4.54
5.28
Composite (Net)
-0.79
-2.53
2.26
5.30
7.89
3.31
2.72
3.37
Benchmark
0.43
1.37
4.03
5.46
3.49
2.32
1.65
1.17
Benchmark
-0.35
1.56
5.83
8.28
3.21
1.24
0.45
0.21

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Calendar year

Calendar year

2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
Composite (Gross)
3.09
10.84
24.27
-10.74
-8.75
3.11
7.81
-0.83
14.39
8.85
Composite (Net)
1.64
8.11
23.05
-11.63
-9.67
1.66
5.73
-1.82
10.25
6.11
Benchmark
5.01
1.46
0.05
0.67
2.28
1.87
0.86
0.33
0.05
0.03
Benchmark
4.16
0.08
0.97
-3.92
-1.87
-3.16
1.73
-5.08
5.46
3.63

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Our team
Meet the investment team

The team believes company returns are predictable based on quantitative factors. They seek to systematically harvest these factors to generate alpha for their clients.

View Team
Ryan

Ryan Brown

Portfolio Manager
Harindra

Harindra de Silva

Co-Head of Systematic Research

Key risks

Market risk: Security markets are volatile and may decline significantly in response to adverse issuer, regulatory, political, or economic developments with different sectors of the market and different security types reacting differently to such developments.

Alternative investment risk: Alternative investment strategies, which may include, but are not limited to, investing in nontraditional investments such as commodities, or following risk premia, managed futures, merger arbitrage, global multi-asset, long-short, market-neutral, systematic, or other tactical investment strategies, may involve complex security types or transactions and extensive short positions and/or focus on narrow segments of the market, which may increase and/or magnify the overall risks and volatility associated with the strategies.

Foreign securities risk: If a strategy invests in the securities of non-U.S. issuers, these investments may be subject to lower liquidity, greater price volatility, and risks related to adverse political, regulatory, market, or economic developments and may be affected by changes in foreign currency exchange rates.

Investors should know that this strategy deployed may be subject to additional investment risks. For important information about the investment manager, please refer to Form ADV Part 2.

Contact Us

We look forward to helping you with your investment needs

 

More Contact Options