Summary

The LJM Preservation & Growth Strategy manages a dynamic, strongly hedged portfolio of long and short S&P index equity options to garner returns through the inefficiencies of options pricing and time decay. The portfolio is positioned to maximize preservation of capital during equity market selloffs, and therefore, the portfolio is positioned to accept greater exposure to strong bull markets. LJM introduced the LJM Preservation and Growth Strategy in 2006 to target a consistent, moderate rate of return of 8-12% with low to slightly negative correlation to the S&P equity index.