Hi,

We’re very pleased to announce that since inception, Hedged Equity beat the Lipper Long/Short Benchmark by greater than a factor of 3x!  In fact, Hedged Equity beat the index during the latest 3-month, 1-year (2018), and 3-year time periods.

(Sources:  Morningstar, AdvisoryWorld, Optimus Advisory Group)

Key Stats (3-Years)

(Source:  AdvisoryWorld Analytics)

Hedged Equity has consistently generated alpha since inception.  Moreover, the strategy has an impressive “up capture” (total return during up markets) versus the benchmark and an equally impressive “down capture” (total return during down markets) versus the benchmark.

To find out more about how Hedged Equity can be used effectively within your own client portfolios, please contact us.  We’ll be happy to run complimentary analysis on your current client holdings.

Official Statistical Descriptions:

Alpha

A coefficient which measures risk-adjusted performance, factoring in the risk due to the specific investment or portfolio, rather than the overall market. A high value for alpha implies that the investment or portfolio has performed better than would have been expected given its beta.

Up Market Capture

The up capture is the quotient of the annualized return of the portfolio or investments nonnegative, nonzero returns, divided by the annualized return of the benchmark non-negative, non-zero returns.

Down Market Capture

The down capture is the quotient of the annualized return of the portfolio or investments non-positive, non-zero returns, divided by the annualized return of the benchmark nonpositive, non-zero returns.

Optimus Advisory Group manages liquid tactical and alternative investment strategies that meet the needs of our clients.  We use a disciplined, quantitative methodology to build and manage our portfolios.

Over a full market cycle, these strategies are designed to provide superior risk-adjusted returns while maintaining a low-correlation to traditional market indices.