Alternative

Global Long/Short Equity Strategy

The Global Long/Short Equity strategy aims to exploit inefficiencies in global developed markets by building a long portfolio with exposure to fundamental factors that can generate alpha and by shorting high-risk stocks with poor fundamental factor exposure.

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.

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Composite performance

Average annual returns

(as of 3/31/2024)

	1M	3M	YTD	1Y	3Y	5Y	10Y	Inception
Composite (Gross)	4.46	9.24	9.24	16.68	6.77	5.78	6.71	8.27
Composite (Net)	4.37	8.97	8.97	15.52	5.71	4.73	5.65	7.20
Benchmark 1	1.83	5.05	5.05	15.03	5.92	7.37	5.61	5.70
Benchmark 2	2.43	5.50	5.50	14.62	3.36	8.00	5.75	5.79
Benchmark 3	1.35	0.91	0.91	6.19	3.58	3.42	4.12	5.36

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

	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Fund	3.65	-6.60	17.14	0.17	8.90	-8.11	16.05	0.26	11.46	9.79
Benchmark	14.35	-8.31	10.57	8.93	14.53	-3.34	11.16	4.00	-0.19	2.54
Benchmark	11.37	-10.13	11.67	17.89	13.71	-7.14	13.29	5.47	-0.97	1.81
Benchmark	6.96	-4.87	11.14	-2.36	13.32	-2.42	12.92	5.22	-1.71	5.50

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