Endex Capital Management Endex Captial Management LLC has managed institutional portfolios since 1998.
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Core Strategies

 

DNA Characteristics

 

Profile

1.
U.S. Large Cap Equity
2.
Active Quantitative Discipline
3.
Inception Date: 08/12/1998

Attributes

1.
Benchmark: S&P 500 Index
2.
Target Alpha: 1.0% Annualized
3.
Target Tracking Error Volatility:
1.5% - 2.5% Annualized
4.
Average Holdings: 300-350
5.
Target Cash: 0% - 5%

Investment Process

1.
Resolve each stock's expected return with 55 factors
2.
Define buy list from ratable S&P 500 companies
3.
Apply risk constraints for diversification & liquidity
4.
Rebalance at major trend changes

Management Fees

30 basis points on the first $50 million
20 basis points on the next $50 million
10 basis points on the balance
Minimum account size: $10 million

Composite Returns

 

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