ACM Capital Management

Asymmetric Capital Management (ACM) was founded in 2016 seeking to deliver asymmetric risk/returns with more participation in upside equity performance while limiting the downside over the long-term for investors. It invests in the most liquid assets for equities, bonds, and volatility that have a proven history of negative correlations affording greater diversification benefits. It deploys an active systematic rebalancing (ASR) methodology, that is proprietary and predetermined, attempting to monetize short-term volatility from deviations of the target allocations for each asset. Exposures are acquired through ETFs and futures for these investments. There are no directional market calls or forecasts as the active systematic rebalancing methodology attempts to benefit from short-term deviations of the target allocations, as according to specific rules in a disciplined manner.

EALTS Index

ACM created and launched an index for its ACM Risk Managed US Equity Strategy under the Bloomberg ticker of EALTS, with S&P Dow Jones serving as the calculation agent. The inception date for these proforma results is 1/1/07 with the index going active on 5/8/17. The results for EALTS over its history indicate asymmetry with meaningful participation in upside equity performance while limiting the downside.

Seasoned, Experienced Team

The ACM team has extensive experience in active rebalancing and utilizing derivatives for risk management. The Co-founders, Dave VanBenchoten and Pete Johnson, are quite accomplished with complementary skills. Lorenzo Paloscia, Portfolio Manager, Research Development, has extensive experience trading derivatives throughout his career.

Suitable for All Market Environments

This strategy may be suitable for various market environments and especially during periods of increased volatility. We believe that it is an appropriate fit for an alternative’s allocation and more specifically for liquid alternatives. Some other applications for fit include a hedged equity position, a multi-asset strategy, among others. The strategy affords an opportunity for customization given the uncorrelation of assets especially as it pertains to equities versus volatility. EALTS utilizes the S&P 500, Russell 1000, S&P Mid Cap, and Russell 2000 for equity exposure. Alternatively, equity exposure can be derived by capitalization (small cap), style (growth/value), non-US (emerging markets), among others.