SGAM AI’s new Ucits fund replicates hedge funds

The allocation process of the fund is based on a quantitative model, created by SGAM AI’s structured asset management team. The model calculates the allocation that offers a high correlation to the performance of more than 2000 hedge funds tracked in the HFR database without the subjective input of a fund manager. In order to maintain this high degree of correlation, positions are re-weighted every month.

The Ucits-III compliant fund offers daily liquidity and transparency as the portfolio al

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