Enhanced Index Strategies (Portable Alpha)

Attalus offers multiple "turn key" solutions to providing Enhanced Index Funds.

Objectives

• Market index return plus 4% annually
• Outperform the market index on a consistent quarterly basis
• Risk profile similar to the underlying market index (Beta)

Strategy

• Attalus Enhanced Index Funds (Portable Alpha) utilize either the Multi-Strategy Fund or the Long-Short Equity Fund as the source of value added (Alpha) over client-designated equity or fixed income market indexes
• Use of either Futures or Swaps to create market index return (Beta Exposure)
• Management of both Alpha and Beta exposures for clients with monthly rebalancing
• Enhanced Index mandates include the following market indexes

o        S&P 500 Index

o        Russell 1000 Index

o        Barclays Capital Aggregate Bond Index