Superior Risk-Adjusted Returns Through a Systematic, Factor-Based Approach

We believe in creating quantitative stock investment strategies based on fundamental factors that historically have been associated with superior stock returns. Our strategies are supported by empirical research and decades of market data. By employing a systematic approach to investing we also seek to minimize the human cognitive and behavioral biases that typically lead to long-term investment under-performance.

To provide downside protection against major market declines, our strategies incorporate proprietary market-timing hedges as a portfolio overlay. These tactical hedges are designed to reduce portfolio risk by moving the portfolio into U.S. treasury bonds when the current market environment suggests that the risk of owning stocks is high and seeks to keep the portfolio fully invested in stocks when the market environment suggests that the risk of owning stocks is moderate to low.

By combining good “Offense” (i.e., factor-based stock selection) with good “Defense” (i.e., a proprietary tactical hedge) we believe that our strategies can provide our clients with superior risk-adjusted returns over multiple market environments compared to more traditional investment options.

OFFICE LOCATION

1729 King Street
Suite 310
Alexandria, VA 22314
P: 703-740-1765
E: info@mercapitalmanagement.com

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