Table of Contents
Seeks a return of T-Bills plus 4% to 6% while targeting 6% to 10% volatility over a full market cycle‡
Systematic, factor-based strategy harnesses fundamental drivers of performance across global equity, fixed income, commodity and currency markets through both long and short investments.
- Diversified portfolio combines a large number of uncorrelated opportunities using a rigorous risk management approach
- Invests long and short across global equity, fixed income, commodity and currency markets
- Uses highly liquid instruments to achieve targeted exposures.
- Aims to add returns with a low correlation to traditional asset classes and other hedge fund strategies
- Tends to provide diversified performance during major asset class drawdowns
- Provides diversification and inflation hedge potential to a multi-asset class portfolio
- Highly experienced team provides portfolio oversight and makes continual model enhancements
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.