Table of Contents
Seeks a return of T-Bills + 5% to 7% while targeting 8% to 12% volatility over a 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.
- Accesses broad, liquid opportunity set by going long and short across geographies and asset classes
- Seeks to balance capital growth with downside mitigation
- Provides diversified sources of return, avoiding equity or bond risk concentration
- Provides diversification and inflation hedge potential to a multi-asset class portfolio
- Seeks alpha1 in a risk-controlled systematic process with conservative collateral management
- Highly experienced team provides portfolio oversight and makes continual model enhancements
1 Alpha=excess return above the benchmark.
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.