The Gargoyle Enhanced Alpha Fund seeks to produce outstanding long-term investment returns independent of market performance, with lower volatility than many stand-alone equity portfolios.
Over a complete market cycle, the risk-adjusted profile of an equity portfolio can be consistently and significantly enhanced through the skillful application of an options premium harvesting strategy.
To achieve stock-selection Alpha:
From among the 2,000 most highly capitalized U.S.-listed companies, The Gargoyle Group constructs and manages a portfolio of stocks that are undervalued based upon our proprietary metrics.
To reduce volatility of returns:
The long portfolio is complemented by a highly-correlated short portfolio of relatively overpriced near-term call options on various equity indices, resulting in a neutral net market exposure.
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