Home Contact us Sitemap Client Portal

Up
About ENDURANCE
Management Team
Investment Approach
Quantitative Process
Qualitative Process
Portfolio Construction
Supporting Research
Portfolio Characteristic
Performance
Holdings
Quarterly Writeups
Fees
Office Location

Our Factor Characteristics
Are model factors exhibit what we call:
  • Breath
  • Consistency
  • Profitability

Systems
We have built our own software on which to run our quantitative process give us a dynamic and flexible model.

Quantitative Process

Multi Factor Model :

On the quantitative side we are taking our universe of approximately 1500 companies and narrowing the list to approximately 150 names. This is performed by our multi-factor model. Each month all the companies in our universe are scored and ranked based on our quantitative analysis. The quantitative analysis is used to form the basis of our buy and sell discipline.  

 
 
Copyright 2009 ENDURANCE Investment Management, LLC All rights reserved

 

ENDURANCE Investment Management LLC is a registered investment advisor.

 

Nothing in the contents of this site should be construed as a solicitation or recommendation. Opinions expressed are on a general basis and should not be relied upon as a guide for investment. The past may not be a guide to future performance.

 

Performance results are shown net of all trading costs and an annual management fee of .90%.