Provides exposure to return sources that are uncorrelated to traditional asset classes
Alternative beta strategies bring the advantages of alternative investing within reach for a wide range of investors. They provide access to uncorrelated return streams and enhanced portfolio diversification benefits in a systematic, liquid and transparent way.
With a public track record stretching back to 2009, we are pioneers in alternative beta investing. Today we offer a range of alternative beta solutions that enable investors to gain long/short exposure to compensated factors across asset classes, or to systematically capture bottom-up hedge fund factor exposures.
Captures returns from diversified hedge fund-specific factors within a single portfolio, while reducing the manager-specific risks associated with hedge fund investing by taking a systematic investment approach.
Systematically captures a diversified set of risk premia across asset classes, using factors as building blocks and risk parity as a portfolio construction methodology.
Systematically isolates the beta component of the managed futures hedge fund style to generate returns in a variety of market environments and provide enhanced diversification benefits.
Systematically takes long and short positions in individual equity securities to gain pure exposure to compensated factors within developed equity markets.