Northern Trust Global Investments (NTGI), the multi-asset
class investment management business of Northern Trust, has
launched a Quantitative 130/30 Core Equity Strategy, which
seeks to outperform the Russell 1000 Index by applying a multi-factor
investment process and disciplined, risk-controlled approach.
"The 130/30 strategy is a natural extension of our
existing
quantitative investment process that allows us to express
both our positive
and negative views on stocks based on our research,"
said Jeremy Baskin,
Global head of Quantitative Active Strategies for NTGI. "With
this
strategy, institutional investors get to capture the full
benefit of our
research capabilities while overcoming traditional long-only
inefficiencies."
NTGI's Quantitative 130/30 Core Equity Strategy has a goal
of
outperforming the Russell 1000 Index by 4.00% annually over
a full market
cycle. The strategy enables the portfolio manager to take
short positions
up to 30% and long positions up to 130%. The strategy is designed
to
leverage the strategy's alpha while maintaining 100% exposure
to the
market. By relaxing the long constraint, the strategy can
achieve higher
alpha targets without sacrificing diversification or efficiency.
"We are pleased to introduce the '130/30 long-short'
strategy as part
of our continuing development of quant active investment solutions
across
multiple distribution channels," said Michael Vardas,
head of Global
Quantitative Management at Northern Trust Global Investments.
"Northern
Trust continues to make a strong commitment to quantitative
active
management, while growing our research team four-fold since
2004 and with
ongoing rigorous research to deliver world class alpha generating
products."
Disclaimer : The contents of this site are for information purposes only
and does not constitute investment advice or counsel or solicitation for investment
in any security. We will not be liable for any direct, indirect, incidental
or consequential loss or damage that may arise out of using the information
in this site or relating to a linked third party website. Investments in hedge
funds involve a high degree of risk and you could lose all your investment.
You should carefully read a fund's offering materials, fund manager's track
record and related information for specific risk and other important information
regarding an investment in that fund before investing. Hedge funds are available
solely to accredited investors and institutional investors and not to general
public. The information in this website is based on data gathered from publicly
available websites and other information mediums therefore do not guarantee
its accuracy, nor completeness. We do not represent any hedge funds or investment/financial
advisors nor give any investment recommendations.