Glenmede Investment Management offers a variety of liquid alternative strategies designed to provide portfolio diversification for investors. These strategies include long/short strategies and U.S. and global secured options. Investors seeking to diversify their aggregate holdings beyond traditional equity and fixed income investments might find these strategies of interest.
The strategy utilizes active options selection as it seeks to dampen volatility, generate option premium income, balance upside participation with a downside cushion and provide additional diversification to asset allocation with Volatility Risk Premium.
Our team believe that investing in a basket of individual securities and/or exchange-traded funds (beta) and continuously writing covered calls may outperform the market, provide positive risk-adjusted returns and cushion against downside risk.
The Total Market 130/30 invests in and shorts companies with an attractive or unattractive combination of valuation, fundamental, earnings and technical characteristics, respectively. The portfolio is based on proprietary, multifactor buy and sell models used to rank stocks within each sector.
The strategy focuses on constructing a well-diversified portfolio of large cap stocks using long and short equity positions with a disciplined blend of proprietary multifactor models and downside risk screens to achieve superior long-term performance.
The team seeks to construct a well-diversified portfolio of long and short equity positions with a disciplined blend of proprietary multifactor models. In combination with downside risk screens, we believe the strategy may achieve superior, long-term performance.