MANAGEMENT STYLE
We believe our investment process is most suitable for investors who wish to establish a core equity portfolio with a degree of downside protection. Alpha Capital Management is guided by our proprietary quantitative model based on our application of a Constant Proportion Portfolio Insurance (CPPI) discipline.
Our model performs fundamental and technical screens on each member of the S&P 500 Index and places a heavy emphasis on the valuation of cash flows. Companies that meet our criteria are then ranked, sorted, and assessed for applicability to specific portfolios.
Individual efficient portfolios are constructed based upon Markowitz diversification methodologies in an effort to limit systemic risk. A rigorous sell discipline is enacted upon violation of our fundamental and technical model criteria to help minimize our downside capture.
Composite data on our portfolios can be found in the Informa Investment Solutions database.