Quantz Quark Equity Market

Neutral Fund

Fund Investment Objectives

QuantZ's Quark EMN seeks high risk-adjusted returns by investing in a slew of sub-strategies with low correlation amongst themselves and with zero beta to the S&P 500. The goal is to profit from market anomalies identified by algorithms based on hundreds of factor models that generate buy and sell signals to take advantage of temporary imbalances. The Fund's diversification across time horizons (1-20 days) is a Sharpe ratio enhancer while the uniqueness of the optimization facilitates its being flat to negatively correlated to investable EMN/ ELS indices as well as peers. QuantZ's Quark EMN has consistently maintained one of the highest Sharpe and Sortino ratios amongst its EMN peers in Bloomberg, AlphaMetrix etc for the past three years live. In addition, the manager has run similar strategies since 1999 at BlackRock and at Deutsche Bank (Saba) & RBC Prop. Given the low volatility & drawdowns, the Quark EMN fund serves as a liquid Enhanced Cash or Fixed Income alternative while the long biased Quasar ELS is meant to be an Equity alternative which can provide superior risk-adjusted returns in the Equity Long Short category. Quark EMN was the recipient of the Best Quant Fund award at the Battle of the Quants 2012. AUM is not disclosed.