|
Assets in Strategy (6/30/2010) |
$6,682,067 |
|
|
Inception
Date |
8/31/2008
|
|
|
Manager
Tenure |
Since
Inception |
|
|
Common
Benchmarks |
S&P
500 Index |
|
|
Market
Cap Range For Strategy |
Greater
Than $200 million
|
|
|
Diversification
Goal |
+/- 6% to GICS Sectors |
|
|
Number
of Holdings |
Target 150 Positions
|
|
|
Position
Weightings |
Maximum Relative Position Size vs. S&P 500 Index:
Long +2.5%; Short -2.5%
|
|
|
Tracking
Error |
4%-6% |
|
|
Excess
Return Objective |
3%-5% |
|
|
Available
Investment Vehicles |
Institutional Accounts
|
|
|
