The Global Alternatives Strategy seeks long-term total return, risk and diversification benefits consistent with a diversified universe of hedge funds. The investment approach uses proprietary factor analysis to approximate the evolving strategic and dynamic allocations of a broad and diverse set of hedge funds and their respective categories. The portfolio seeks to express the long and short liquid market allocations of hedge funds through the use of highly liquid futures, forwards and other derivative contracts, across global equity, fixed income, commodities, and currencies. Portfolio volatility is monitored and actively managed in an effort to maintain and stabilize annualized volatility within a range. The composite strategy does not seek to track any particular benchmark. The Barclay Fund of Funds Index, which reflects the average performance of a related class of investments, may be an informative reference benchmark.
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“Hedge Fund Consensus Model Process”
Philippe Lüdi, Senior Research Scientist, Portfolio Manager