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ASSET MANAGEMENT

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
  • ā€œI’m not afraid of storms for I am learning how to sail my ship (Louisa May Alcott)ā€.

  • 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:

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