Australian equity strategies based on a common foundation - a results-driven team culture, best ideas process and global value-add leverage.
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Extended Alpha
A HIGH CONVICTION LONG SHORT 130/30 STRATEGY THAT CAPITALISES ON UNDERPERFORMING STOCKS AS WELL AS THOSE THAT ARE EXPECTED TO OUTPERFORM.
Investment Process
Focuses on increasing alpha through applying a long/short 130/30 strategy to stocks which we believe are overpriced (short positions) and underpriced (long positions). We adopt an investment process that is consistent with our long-only high conviction strategies, applying the same level of research, analysis and conviction scores for short positions (i.e. sell) as with long positions (i.e. buy). Our investible universe is largely the S&P/ASX 200 index and the portfolio is well diversified.
Target Performance
5% pa above S&P/ASX 200 Accumulation Index (before fees) over rolling 3 year periods.
Target Tracking Error
<7% pa
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Strategy Brief
June Quarter 2011 -
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Concentrated
Sustainable
Small Companies
Core
Quick Contacts
General Enquiries
Tel (Aus): +61 2 9276 6200
