Johnson-Omega Asset Allocation Common Features:

• Significant absolute and risk-adjusted outperformance of benchmarks.
• Significant Alpha Generation (Skill component). Excess returns are not just driven by exposure.
• Moderate transaction costs (due to monthly turnovers in highly liquid markets).
• High capacity strategies. Easily implementable.

Portfolio Specification:

• Traditional Asset Universe:
  • Equity (Stocks & Indices)
  • Bonds
  • Commodities

“I’m not afraid of storms for I am learning how to sail my ship (Louisa May Alcott)”.

• Alternative Asset Universe:
  • Hedge Funds
  • Private Equity
  • Real estate
• Macro Portfolios across traditional and alternative universes.
• Types are Long-Only, Long-Short, Long-Bias and Market Neutral.
• Leverage optimiziation is integral part as risk-free asset included as constituent.
• Types are Long-Only, Long-Short, Long-Bias and Market Neutral.
• Leverage optimiziation is integral part as risk-free asset included as constituent.
• Specific investor preferences w.r.t. constituents, class and constraints can be reflected.

---

Various strategies available upon request: