Strategy Name
F/m Integrated Alpha Long/Short Equity
Asset Class
US Long/Short Equities
Objective
Seek long-term growth of capital with reduced downside risk and lower correlation to the broad equity markets.
Strategy
This strategy is designed for investors who seek reduced downside risk, portfolio diversification, and attractive risk-adjusted returns. The manager utilizes the QuantActive process to build an all cap portfolio of US companies with accelerating revenues and earnings, while taking short positions in large cap stocks to enhance returns or mitigate risk.
Composite Details
| Inception | January 1, 2016 |
| Benchmark | S&P 500 |
| Vehicles Available | Separate Account, Model Delivery |
Portfolio Structure
| Holdings Long | 40 to 50 |
| Holdings Short | ≈ 6% |
| Maximum Long Position Size | ≈ 12% |
| Maximum Short Position Size | ≈ 2% |
| Target Gross Long Exposure | 130% |
| Target Gross Short Exposure | 130% |
| Target Net Long Exposure | ≈ 70% |
| Target Gross Portfolio Exposure | ≈ 190% |
Guidelines only. There can be no assurance any objectives can be achieved.