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
The week on Risk.net, July 7-13, 2018Receive this by email