Endex Capital Management Endex Captial Management LLC has managed institutional portfolios since 1998.
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High Return Small-Cap Strategy

 

DNA Characteristics

 

  

Profile

1.
 U.S. Small Cap
2.
 Active Quantitative Discipline
3.
 Managed to Achieve a High Absolute Return

Attributes

1.
 Target Return: 14% + CPI
2.
 Benchmark Index: Russell 2000
3.
 Average Holdings: 100
4.
 Target Cash: 0% - 5%
5.
 Equally Weighted / Long Only

Investment Process

1.
 Utilize a proprietary quantitative model which evaluates 55 risk, liquidity, growth, valuation, momentum, and industry factors to produce a forecast of U.S. stock returns.
2.
 Construct a diversified, equally weighted portfolio of the highest ranked stocks.
3.
 Rebalance quarterly at a minimum cost.

Management Fees

•
 100 basis points on the first
$25 million
•
 80 basis points on the balance

Composite Returns

  

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