Objective*

The objective of the strategy is to generate long term capital growth and control risk by maintaining a long-short global equity portfolio.

*There is no guarantee that the investment objective will be met.

Process

The strategy seeks to add value by combining highly liquid securities with attractive risk characteristics to create a global long/short equity portfolio with low beta to the broad global equity markets and strong downside protection.

Portfolio Characteristics

Benchmark: HFRI Equity Hedge (Total) Index
Absolute Risk Target: Overall volatility target (as measured by standard deviation) of 50% of the MSCI World Index
Strategy Inception: December 1, 2009
Investor fit: Investors seeking strategies with the potential for high risk-adjusted returns characterized by sustainable, uncorrelated sources of alpha.

Please click on the following link to obtain a Fact Sheet which will contain more detailed information, including performance information, for this solution.