Cimarron Asset Management, LLC

Academic research has shown conclusively that the most consistent way to produce excess returns is to pick stocks based on their value relative to their sector peers, rather than the overall market. This approach, combined with strict portfolio construction limits designed to reduce volatility, became the investment process Cimarron uses today -- Relative Value Investing (RVI™).

Through the years, the RVI™ process has been proven to work just as the academic research demonstrated that it would.

Cimarron applies the proven Relative Value Investing (RVI™) process identically to each of the firm's strategies -- the only things that are different among strategies are the investment universe from which stocks are chosen, and the benchmark to which the portfolio is kept sector-neutral. 

Step 1 - Quantitative Ranking Models. Cimarron uses three proprietary models to rank stocks by sector within the investment universe.

Step 2 - Fundamental Analysis. The models point the investment team to attractive stocks in each sector for further analysis.

Step 3 - Portfolio Construction / Risk Controls. Portfolios are built and maintained with strict risk controls, following the RVI™ discipline:

Step 4 - Sell Discipline. Portfolios are rebalanced to maintain risk controls; stocks are sold for fundamental reasons.

For a complete explanation and demonstration of Cimarron's proprietary quantitative ranking models, or to arrange a demonstration of Cimarron's RVI™ process in action, please contact Joe Wright at jwright@cimarronasset.com, or call 630-784-0397. Please see the relevant product pages for a capsule description of each of Cimarron's investment strategies.