Strategy Overview

DISCLAIMER: The views and information I provide are for informational purposes only; are not meant as investment advice; are subject to change without notice of any kind; do not constitute an offer of products or services with regard to any fund, investment scheme, or pooled investment; nor do they in any way, shape or form represent the views of my employer.


MANDATE

Event-driven, value-oriented equity investment strategy.

PERFORMANCE

Benchmark: Russell 3000 –> ACWI –> Global Benchmark

PORTFOLIO RULES

  • Max long gross: 100% – including option notional
  • Max short gross: 100% – no individual shorts
  • Max total gross: 200%
  • Max initial position size: 15% individual/30% industry – at cost (i.e. to protect against excessive dollar cost averaging)
  • Max total position size: 20% individual/40% industry
  • Diversification: No more than 20 companies
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