The fund aims to achieve consistent risk-adjusted returns over the full market cycle while maintaining low correlation to equity and bond returns.
The fund invests in a diversified portfolio built from liquid and well researched distinct systematic sources of return across:
6 investing styles: Carry, Value, Momentum, Mean Reversion, Aversion and Term Premia
5 asset classes: equities, rates, currencies, bonds and commodities
any industry, sector or geography
The fund is actively managed without a benchmark and relies on an experienced team at Quantum Investing to actively manage and monitor the portfolio allocation process by leveraging its proprietary research platform.