Cormark-Corton Quantitative Opportunities Fund
Take the emotion out of investing. Long/Short variable net hedge fund utilizing systematic bottom-up and top-down quantitative models.
Overview
Strategy
Performance
Docs & News
Advisor Inquiry
Overview
Overview
Disciplined Investment StyleSystematic approach exploits the powerful momentum factor combined with fundamentals. Unique take on Momentum - measured across distinct timeframes to limit drawdowns and identify early leadership.
Consistent Returns With Downside Protection- Long / Short with high Active Share and variable net exposure
- High alpha-generating small-mid caps that investors generally overlook
- Top-down indicators take advantage of sector / factor rotation & provide risk management
Disciplined Investment Style
Systematic approach exploits the powerful momentum factor combined with fundamentals. Unique take on Momentum - measured across distinct timeframes to limit drawdowns and identify early leadership.
Consistent Returns With Downside Protection
- Long / Short with high Active Share and variable net exposure
- High alpha-generating small-mid caps that investors generally overlook
- Top-down indicators take advantage of sector / factor rotation & provide risk management
Investment Summary
| Target Return | 15+% |
| Volatility | Target beta 0 - 1.5x |
| Liquidity | Monthly |
| Capital Preservation | long-short systematically reduces beta based on top-down market indicators. |
| Income Generation | none |
| Investment Horizon | 12 - 18 months |
| Fees | Class A: 2.5% pa Class F: 1.5% pa Class I: Negotiated |
Strategy
Strategy
- Long/short with variable net exposure
- ~30 longs diversified across sectors and market cap
- 10 - 20 shorts
- Position size: long 2 - 6%, max 10%, short 2 - 5% max.
- Stop Losses systematically determined based on volatility of the stock
- Sector weights 0 - 2x benchmark, max 50%
- Max: leverage 50%, cash 50%
- Net exposure dictated by top-down models. Target Beta range 0 - 1.5x
Objective
The quant fund seeks to deliver returns in excess of the TSX Index while protecting capital during market drawdowns. The fund invests in liquid North American equities and ETFs including exposure to small-mid caps.
Performance
Docs & News
| Date | Title | Link |
|---|---|---|
| no news |
Advisor Inquiry
David Jarvis david@cortoncapital.ca Phone: 416 627 5625 | Mark Deriet mderiet@cormark.com Phone: 416 562 2265 |
Mark Deriet, MA Econonics, CFA, CMT
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