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Pengana Australian Equities Market Neutral Fund September 2014 Quarterly Update

Investment Objective
To generate a return of 5-10% p.a. over the RBA cash rate after fees with an annualised standard deviation of 8-10%.
Investment Strategy
The Fund aims to generate a return from the relative movement in stock prices that is independent of overall market movements by constructing a portfolio that is “market neutral” with equal weights in long and short positions in stocks listed on the S&P/ASX 300 index. The Fund employs an investment process that scores stocks across a number of fundamental factors including earnings, value, quality and momentum that affect stock prices. The investment process is highly risk controlled to ensure the Fund is truly market neutral and therefore provides a pure stock selection model that generates its returns from company specific factors, not movements in the overall equity market.
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