"The Optimize Fund L.P is a hedged equity fund. Using proprietary techniques with the flexibility to adapt to changing market conditions, the Fund employs a time tested and disciplined investment approach focused on capital preservation. Optimize seeks to add beta by capitalizing on emerging market trends, as well as enhancing alpha through option strategies in both bull and bear markets. A key objective is to provide capital preservation with attractive absolute annualized returns over a four-year rolling time frame on a risk adjusted basis. The Fund is diversified globally, but maintains a minimum 50% allocated to blue chip North American equities that are positioned to benefit from emerging market growth. Initially, a top down macro view is taken to identify regions and sectors of interest. This is followed by a disciplined screening and ranking process using a complex set of criteria to enhance the investment process. With respect to our risk management framework, we use options to mitigate the downside on both individual stocks and for portfolio insurance. Additionally, premium generation via option writing lowers the cost base and provides an additional form of yield. This approach results in a lower standard deviation of returns than traditional equity indices exhibit. Included in the investment process is fundamental bottom-up analysis, assessment of qualitative factors and technical analysis for execution. Consistency is a key objective along with somewhat non correlated returns, alpha generation and an attractive Sharp Ratio. Our strategy is dynamic so as to capitalize on opportunities in any given market environment. This approach reduces volatility in the Fund’s performance, while still generating the excess returns equities historically produce over fixed income products. fixed-income products.
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