These strategies seek to meet or exceed equity market returns while realizing significantly less volatility, resulting in 1-3 percentage points of potential alpha.
|Investment Process*||Focus on low risk companies with sound fundamental properties. Build a low risk portfolio with broad, stable sector diversification|
|Risk target*||20%-30% less volatility than corresponding capitalization weighted index|
|Low Volatility LargeCap+||Russell 1000® Index||January 2008|
|Low Volatility LargeCap+||Russell 1000® Index||January 2019|
|Low Volatility LargeCap+||Russell 1000® Index||January 2011|
|Low Volatility Long/Short LargeCap+||Russell 1000® Index||January 2008|
*Investment results are not guaranteed, and there is no guarantee that a strategy’s objective will be met. Investing in securities involves risk of loss of both income and principal that investors should be prepared to bear. Long/short investing can be riskier than long-only investing, since both the long and the short sides can simultaneously lose value. Risk Target and Return Expectation are relative to a strategy’s benchmark over a full market cycle.
This is a partial list of Martingale Low Volatility strategies. Contact us for more information.