Our long/short Alternative Beta portfolios utilize factors to provide exposure to return sources that are diversifying to traditional asset classes.
Access the potential of alternative returns
Alternative beta strategies bring the advantages of alternative investing within the reach of a wide range of investors by providing 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.
Our Alternative Beta strategies
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.