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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