Peter Jankovskis, PhD, CFA
Janna Sampson, CFA
Giri Cherukuri, CFA
- Attractive absolute returns
- Low volatility
- Limited downside risk
- Low correlation with returns of other asset classes
Please contact OakBrook Investments directly for additional information on Market Neutral.
Strategies
MARKET NEUTRAL
OakBrook offers a long/short Market Neutral Strategy that employs the same quantitative stock selection model as used in OakBrook’s family of enhanced index strategies. The model is applied to a universe of 250 domestic large cap stocks. A rigorous portfolio construction process is then implemented to create a portfolio that is dollar neutral, style neutral and volatility neutral.
The portfolio’s value added is a function of the return spread between the long and short positions. The goal of Market Neutral is to out perform 3-month T-Bills by 3%-6% over time, after fees, with return volatility comparable to bonds. The returns of the strategy are expected to have little or no correlation with those of other asset classes.
Performance
Please contact OakBrook
for further information.
