Investment Strategy

As a market specialist, Chicago Capital Management has the insight and experience necessary to invest opportunistically in this historically unique market context.


The Fund is focused on investing in publicly announced merger arbitrage situations and convertible bond arbitrage transactions. Additionally, the Fund tries to maintain investments in a minimum of 20 arbitrage transactions, always attempting to limit individual position risk to 5% of the Fund’s value.


Chicago Capital Management’s goal is to assume as little risk and volatility as possible, while still producing an outsized return. This goal is achieved by careful daily monitoring of the ever-changing risk of each individual transaction and the portfolio as a whole and by appropriate diversification.

Copyright © 2010 Chicago Capital Management