LIQUID WORLD MARKETS ACROSS ASSET-CLASSES, REGIONS AND SECTORS
The strategy is primarily allocated in Equity and Bond Indices with opportunistic exposures in Commodity and Currencies. The universe of assets comprises the 100 most liquid listed benchmarks and indices in the world (e.g. Nikkei, Euro corporate bonds, Gold, EURUSD). There is no single corporate name risk
VALUE, QUALITY AND CARRY FUNDAMENTAL FACTOR METHODOLOGY
The asset allocation is rule based and follows a systematic fundamental methodology that we call Alt-Beta Second Generation (Alt-B2G) as it has 3 defining features compared to a traditional rules based process (see our methodology below).