Strategic Volatility Equity
|Inception date||Benchmark||Total strategy assets†||Product literature|
|September 30, 2010||Russell 1000 Index||$149.2M (As of May 2018)||
The strategy seeks better risk-adjusted performance than the Russell 1000 Index over a full market cycle by combining sector-neutral low-beta stock selection, leverage, and an options overlay focused on managing risk and reshaping the distribution of equity returns.
- Focus on pursuing strong risk-adjusted performance and controlling downside risk though innovative security selection (sector-neutral low-beta), progressive risk management (options strategies and flexibility)
- A continuation of the Global Asset Allocation team's pursuit of superior risk-adjusted returns with limited downside risk
- A disciplined process that uses sector-neutral low-beta stock selection and option strategies
- A veteran management team that has been managing equity portfolios since 2004
A composite track record starting in 2010
Adrian H. Chan CFA
Robert J. Schoen
Chief Investment Officer, Global Asset Allocation
†Assets may include accounts that are not reflected in the composite.
**No assurance can be given that the investment objective will be achieved or that an investor will receive a return of all or part of his or her initial investment. Actual results could be materially different from the stated goals. Investors should carefully consider the risks involved before deciding to invest. See the composite disclosures for a summary of risk considerations. As with any investment, there is a potential for profit as well as the possibility of loss.
Strategies that use leverage to gain exposure to various markets may not be suitable for all investors. Any use of leverage exposes the strategy to risk of loss. In some cases the risk may be substantial. Investing in options may lead to significant losses caused by market moves in the underlying security or index. Options trading is extremely risky and substantial losses may occur.