Strategy Name

F/m Integrated Alpha Long/Short Equity

Asset Class

US Long/Short Equities


Seek long-term growth of capital with reduced downside risk and lower correlation to the broad equity markets.


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
InceptionJanuary 1, 2016
BenchmarkS&P 500
Vehicles AvailableSeparate Account, Model Delivery
Portfolio Structure
Holdings Long40 to 50
Holdings Short≈ 6%
Maximum Long Position Size≈ 12%
Maximum Short Position Size≈ 2%
Target Gross Long Exposure130%
Target Gross Short Exposure130%
Target Net Long Exposure≈ 70%
Target Gross Portfolio Exposure≈ 190%

Guidelines only. There can be no assurance any objectives can be achieved.