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The Anchor Capital Stratus Program utilizes a multi-strategy absolute return approach by allocating portfolio holdings across alternative trading strategies that each benefit from differing market environments.
- The Stratus portfolio allocates portfolio holdings across a blend of un-correlated trading strategies including: Long/Short Equity Index Trading, Mean Reversion, Statistical Arbitrage and Long/short Fixed Income Hedging. Each strategy generates return by exploiting different market behavior. The combined result is higher returns with less volatility than any individual strategy alone.
- The Stratus portfolio has a 30% allocation to the mean reversion strategy, a 50% allocation to the long/short equity index strategy (split 50/50 between the Russell 2000 and the NDX 100) and a 20% allocation to the long/short fixed income strategy.
- Each of the strategies’ independent signals determines whether to be long, short or in cash and the level of exposure. Anchor will gain exposure using levered funds but will not use leverage at the portfolio level.
- Risk management is primarily a function of the investment research process and the portfolio construction process. The research process at Anchor is driven by the desire to find uncorrelated strategies founded on independent models. The firm will not utilize the same inputs and trade signals for underlying strategies.
Past performance is no guarantee of future returns.
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