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    EIS Launches Unique Hedge Fund

    CHARLOTTESVILLE, Va. -- Enhanced Investment Strategies LLC, announced the launch of its new fund, the PNM Capital Preservation Fund. "It is a unique fund," said Dr. Sanjiv Bhatia, the Chief Investment Officer of EIS, "because it has the safety characteristics of a fixed income fund and the return potential of a hedge fund." Bhatia said the fund would be especially attractive for institutional investors that need to protect their corpus and to generate moderate returns. "Foundations and endowments, for example, are looking for returns in the 7% to 10% range, but are concerned about protecting their capital," said Bhatia. "For them traditional hedge fund strategies which have a directional component are not appropriate because of the volatility in the returns stream. This fund eliminates this volatility and can provide the required returns while still preserving capital."

    How can the fund assure capital preservation? Dr. Bhatia said the fund's capital would be invested in short-term Government securities. That provides the security and capital preservation in the fund. The return comes from a proprietary options overlay strategy that has been developed by the researchers at EIS. "The overlay strategy is completely non-directional," said Bhatia, and relies on the relative mispricing in the options of perfectly correlated securities. "The key to eliminating risk in the investment process is to make the strategy completely risk-neutral and non-directional. The directional element in a strategy always introduces an unpredictable element of risk," said Bhatia. "I challenged myself and my staff to come up with a strategy that could provide good returns but do so in a way that was completely non-directional. Much work has gone into this strategy but we think we finally have something that works."

    Another attractive feature of the fund is its fee structure. "I wanted a fund where the interest of the fund manager was aligned with that of the clients. I wanted to tell my clients--if we do not produce what we say we will, you don't have to pay us a dime." The fund does not have a fixed monthly management fee, but instead charges only a quarterly performance-based fee. "We are putting our money where mouth is," said Bhatia.

    EIS, a Virginia based hedge fund, specializes in quantitative investment strategies.

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