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Fundamental Perspective
 

PCJ Absolute Return Strategy

Highlights

  • Market Neutral, absolute return strategy
  • Low correlation to the broader markets
  • Preservation of capital and sustainable returns
  • Investable Universe: Canadian and US listed companies

Investment Process

  • Bottom-up fundamental, independent research process
  • Focuses on highest conviction fundamental ideas
  • Isolates and extracts alpha through both long and short positions
  • Robust and disciplined risk management framework

Investment Philosophy

  • Invests in Canadian and US listed companies
    • Diversified across sectors and market caps
    • Exploits market inefficiencies that provide opportunities to add value
    • Short portfolio provides downside protection in declining markets
  • Diversified sources of alpha that are less correlated to market returns

Risk Management

  • Dynamic intraday portfolio monitoring of constraints
  • Preservation of capital is the primary objective
  • Strong disciplined stop-loss policy
Quick Facts
Inception Date December 01, 2011
All data as at: Aug 17, 2018
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