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Long Short Fund

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Long Short Fund

Seeking capital appreciation with a secondary objective of principal preservation

  • Flexible, fundamentally driven pursuit of attractive risk-adjusted opportunities
  • Seeks to participate in up markets and mitigates risk in down markets
  • An attractive option to remain invested with reduced exposure to the full volatility in equity markets
Learn More About Long Short Investing

How do you make money in Long Short

How does the market environment impact your process?

What is the role of fixed income in your portfolio?

What do you ask CEOs?

How do shorts fit into the portfolio?

How do you manage portfolio exposure?


Daily Pricing as of --
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Product Characteristics

As of

Net expense ratio represents the total annual operating expenses that shareholders pay (after the effect of fee waivers and/or expense reimbursement). The Fund’s investment manager has contractually undertaken to waive and/or reimburse certain fees and expenses of the Fund so that the total annual operating expenses are capped (excluding interest, taxes, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses relating to short sales, and extraordinary expenses, if any; consequently, total (net) expenses may exceed the contractual cap) through 10/31/2024 for Institutional Class at 1.70%, 2.06% for Class A and 2.81% for Class C (each as a % of average net assets). As of the Fund’s most recent prospectus, the Manager was not required to waive or reimburse any expenses pursuant to this arrangement. Absent such arrangements, which cannot be changed without Board approval, the returns may have been lower. Information is as of the most recent prospectus dated 2/28/2021, as amended and supplemented.

All exposure information reflects notional value of underlying securities as applicable.

Beta is a measure of the systematic risk of a security or portfolio. Beta measures the historical sensitivity of portfolio or security excess returns to movement in the excess return of the market index. The value of beta is expressed as a percentage of the market where the market beta is 1.0. A security or portfolio with a beta above the market has volatility greater than the market.

Sharpe Ratio measures the risk-adjusted performance. The risk-free rate is subtracted from the rate of return for a portfolio and the result is divided by the standard deviation of the portfolio returns.

Standard Deviation is a statistical measure of portfolio risk. The standard deviation describes the average deviation of the portfolio returns from the mean portfolio return over a certain period of time. Standard deviation measures how wide this range of returns typically is. The wider the typical range of returns, the higher the standard deviation of returns, and the higher the portfolio risk.

Management Team

Charles Kantor
Senior Portfolio Manager
28 Years of Industry Experience
21 Years with Neuberger Berman
Marc Regenbaum
Portfolio Manager
21 Years of Industry Experience
15 Years with Neuberger Berman