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Enhanced Market Neutral
Strategy Overview

Cognios' Enhanced Market Neutral Strategy uses our proprietary ROTA/ROME® investment selection and portfolio construction methodology to design a beta-neutral portfolio. Our beta-adjusted market neutral strategy strives to remove all market impact from the portfolio so that total returns are derived from stock picking Alpha, with none of the return coming from the general up and down movement of the broader stock market.

Cognios' Enhanced Market Neutral Strategy is typically managed with 3-5 times leverage, with historical gross exposure ranging from 500-1000%, depending on current market conditions.

Investment Team

Jonathan Angrist Brian Machtley Francisco Bido

Performance

Visit Cognios' Institutional Investor page to view performance of this strategy.