Process

To AlphaSimplex, risk management means containing the potential magnitude of losses consistent with investor expectations. The process is not focused on maintaining a low level of risk, it’s focused on a controlled level of risk.

AlphaSimplex designs its strategies to be risk-smart. They employ a proprietary risk management mechanism known as AdaptiveVolatility Management®, or αvm®, that modulates portfolio positions over time to adapt to changing market risk with the goal of containing losses and/or enhancing return. With αvm® AlphaSimplex products aim to help investors stay invested even through the market’s most challenging periods.

AdaptiveVolatility Management®

AlphaSimplex products help investors to stay invested even through the most volatile periods of market dislocation. Using a proprietary dynamic risk-control technology, AdaptiveVolatility Management® (αvm®), AlphaSimplex is able to adapt its portfolios to changing levels of market volatility and take advantage of the opportunities it can present. Instead of simply accepting the market’s current level of risk, AlphaSimplex adjusts the position sizes in its portfolios daily to ensure that overall they stay consistent with investors’ expectations of portfolio risk. This is designed to better control risks so that investors may find it less challenging to stay invested through periods of market turbulence. This combined with investment models designed to adapt to current market dynamics can help to manage investor expectations and deliver attractive long-term returns.

“Model-pickers,” not stock-pickers

We believe a multi-model approach is the best way to keep up with ever-changing markets as well as with the inevitable decay—either structural or cyclical—of any source of alpha. Consistency of returns and low correlation are our two primary considerations when adding new models to a strategy. Our strategies are managed as portfolios that are re-optimized daily rather than as the sum of a number of individual trades.

Characteristics of
our investment process

– Emphasis on liquidity
– Market-aware models
– Multi-model adaptive strategies
– Portfolio volatility scaled daily to target
– Risk-based asset allocation
– Flexibility to be short or long a market
– Drawdown controls

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DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.