Our Philosophy, Portfolio
Construction
Shenandoah minimizes aggregate portfolio exposures relative to the benchmark across the following factors:
- Beta
- 10 Economic Sectors
- 64 Industries
- 11 Endogenous Factors
- Position Size
- Tracking Error
- Leverage
- Market Capitalization
Flexible Risk Control: Portfolio constraints and exposures to the factors listed above can be adjusted to match any benchmark in order to meet the needs of individual clients.
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