J.P.Morgan Home / Institutional Asset Management
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/ Implementing an alternative beta strategy
Transforming the way investors access Alternative Investments
Providing liquid, low cost and transparent exposure to hedge fund styles
How to access alternative investment strategies without:
Compromising portfolio liquidity through gates and lock-ups
Giving up returns through high fees
Giving up portfolio transparency
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Managing Director, Head of Institutional Multi-Asset Solutions
Hedge fund strategies through passive constructs
Use of a rules-based investment process to access hedge fund strategies historically only available through active managers
Risk-adjusted returns uncorrelated to traditional and alternative investments
Access to beta for hedge fund strategies spanning four broad categories:
Equity Long/Short: Invests in top-ranked stocks while shorting bottom-ranked stocks from a universe of developed market stocks. Strategies captured include: Momentum, Value, Size and Quality.
Global Macro: Seeks some of the liquid and systematic risk premia captured by macro hedge funds, and includes fixed income, currency and commodity strategies.
Merger Arbitrage: Focuses on the deal-risk premium factored into the price of a merger-target stock until deal completes.
Convertible Bond Arbitrage: Focuses on the illiquidity and small cap premia available in the convertible bond market by capturing the underpricing of the embedded optionality
Alternative Beta solutions are constructed to achieve:
Low correlated sources of returns: Invests in a number of Alternative investment strategies that are constructed to have little historical correlation to each other or to traditional equity or fixed income investments.
A role as a portfolio diversifier: Ideal as a portfolio diversifier and/or as a replacement for existing Alternative investments
Integrated Risk Management: Risk management integral to capturing specific factor returns
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