Overview
A portfolio of long-hedged equities
The fund invests in individual equities and equity-related instruments of companies in the global developed markets, focused primarily on the United States.
We use quantitative investing models exclusively to combine multiple independent sources of a potential return to achieve the fund's objectives. Our strategy seeks to maximize expected return subject to a targeted portfolio volatility range. It uses a dynamic allocation methodology that takes into account market volatility, asset volatility, and underlying market momentum while building the portfolio ground up from a set of proprietary factor analysis models.
The result is a portfolio of positions that seeks to deliver attractive long-term returns relative to its benchmarks while maintaining low beta exposure to markets and seeking to mitigate downside risk under adverse market conditions.
