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Market
Volatility
Giving You
Heartburn?
Try Pairing:
Vanguard’s Market Neutral (VNMX) with
Lazard’s Fundamental Long/Short...
Asset Type %Net %Gross %Short %Long
Cash 118.75 118.75 0 118.75
Stock -22.37 5,187.93 -2,605.15 2,582.78
● US 3.80 5,111.1...
Asset Type %Net %Gross %Short %Long
Cash 71.12 71.12 0 71.12
Stock 28.90 138.12 -54.61 83.51
● US 20.21 127.17 -53.48 73.6...
Paired 1:1 VMNFX & LLSOX
Asset Type %Net %Gross %Short %Long
Cash 94.94 94.94 0 94.94
Stock 3.27 2,663.03 -1,329.88 1,333....
Curious about
alternative investments?
Don’t miss this one-stop-news-shop:
Live, curated alternative investment news feeds...
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Pairing Vanguard's Market Neutral (VMNFX) with Lazard's Fundamental Long/Short (LLSOX)

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Use this worksheet as a supplement for your research in market neutral strategies. Check out my blog post "Hate Volatility? Create a Market Neutral Portfolio" for more information on market neutral strategies.

Publicada em: Economia e finanças
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Pairing Vanguard's Market Neutral (VMNFX) with Lazard's Fundamental Long/Short (LLSOX)

  1. 1. Market Volatility Giving You Heartburn? Try Pairing: Vanguard’s Market Neutral (VNMX) with Lazard’s Fundamental Long/Short (LLSOX)
  2. 2. Asset Type %Net %Gross %Short %Long Cash 118.75 118.75 0 118.75 Stock -22.37 5,187.93 -2,605.15 2,582.78 ● US 3.80 5,111.12 -2,553.66 2,557.46 ● Non-US -26.17 76.81 -51.49 25.32 Bond 0 0 0 0 Other 3.62 3.62 0 3.62 Vanguard Market Neutral Fund (VMNFX) Source: http://portfolios.morningstar.com/fund/summary?t=VMNFX&region=usa&culture=en_US
  3. 3. Asset Type %Net %Gross %Short %Long Cash 71.12 71.12 0 71.12 Stock 28.90 138.12 -54.61 83.51 ● US 20.21 127.17 -53.48 73.69 ● Non-US 8.69 10.95 -1.13 9.82 Bond 0 0 0 0 Other -0.02 -0.02 -0.02 0 Lazard Fundamental Long/Short Fund (LLSOX) Source: http://portfolios.morningstar.com/fund/summary?t=LLSOX
  4. 4. Paired 1:1 VMNFX & LLSOX Asset Type %Net %Gross %Short %Long Cash 94.94 94.94 0 94.94 Stock 3.27 2,663.03 -1,329.88 1,333.15 ● US 12.01 2,619.15 -1,303.57 1,315.58 ● Non-US -8.74 43.88 -26.31 17.57 Bond 0 0 0 0 Other 1.80 1.82 -0.01 1.81 Harnessing Market Volatility
  5. 5. Curious about alternative investments? Don’t miss this one-stop-news-shop: Live, curated alternative investment news feeds BrianDColwell.com/Alternative-Investments

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