Who We Are
Menta Capital, LLC, a SEC-registered Investment Advisor, was founded in San Francisco on July 6, 2006. Menta Capital’s two founders have a well-established record with over 25 years of experience managing active strategies for pension plans, institutional funds-of-funds, banks, endowments and foundations.
What We Do
The firm manages global long-short equity strategies via the application of a systematic investment approach which combines a fundamental understanding of the drivers of stock performance and innovative proprietary portfolio construction processes. The investment objective of Menta’s strategies is to deliver superior risk-adjusted performance, with lower associated volatility than realized in the broad market, while providing upside participation in the long term. The strategies are managed by applying what we believe to be a rigorous and systematic portfolio construction process which capitalizes on research and hedge fund expertise developed by Menta Capital for over more than a decade.
It is well-documented by academic and practitioner research that markets are not perfectly efficient and, at times, the price of securities differs from their fundamental intrinsic values. Our strategies strive to exploit many market inefficiencies, using proprietary models that globally assess and forecast relative security performance. Menta employs several full-time PhDs whose research efforts focus on identifying these inefficiencies, vetting factors that are most significant at forecasting equity returns, and continuously enhancing our portfolio construction and risk control processes.