| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | 1.05% |
| 3 YEARS | 11.20% |
| 5 YEARS | 20.92% |
| SINCE INCEPTION | 85.99% |
| VOLATILITY | 6.27% |
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | -6.39% |
| 3 YEARS | 66.91% |
| 5 YEARS | N/A |
| SINCE INCEPTION | 47.79% |
| VOLATILITY | 19.71% |
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | 1.04% |
| 3 YEARS | 4.41% |
| 5 YEARS | 47.71% |
| SINCE INCEPTION | 415.83% |
| VOLATILITY | 14.39% |
•Global equity fund with a mid cap bias from UK, European and US markets
• Quantitative stock selection identifies 60 companies globally which has demonstrated sustained
outperformance over a given time period
• Actively rebalanced monthly to consistently cycle into outperformers
• Portfolio has high beta and high growth characteristics
• Proprietary dynamic hedging technique which reduces market exposure as equity market volatility
increases
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | 6.39% |
| 3 YEARS | 28.66% |
| 5 YEARS | 38.55% |
| SINCE INCEPTION | 153.16% |
| VOLATILITY | 12.10% |
• The Fund seeks to deliver positive absolute returns by taking long and short positions in equity and equity-related instruments that, based on proprietary quantitative models.
• Companies deemed to be ‘poor quality’ become short positions, and ‘high quality’ companies the long exposures.
• The Fund seeks to provide higher risk-adjusted returns with lower volatility compared to global equity markets:
• Strategic market-neutral, long/short and stock selection portfolio
• Disciplined, systematic approach to stock selection equity markets
• Tactical tilts to the Fund’s equity market exposure throughout market cycle
• International equity universe is ranked according to ‘quality’ indicators which seek to identify
companies with strong, consistent profitability and stable earnings
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | -4.3%% |
| 3 YEARS | 7.0% |
| 5 YEARS | 35.0% |
| SINCE INCEPTION | 87.0% |
| VOLATILITY | 7.2%% |
The Parala Macro Multi-Asset (MMA) portfolio strategies are diversified, actively managed multiasset portfolios, with a focus on providing returns above the industry average benchmark. Parala’s Macro-Alpha Model generates forward-looking rankings for each asset and an optimisation framework to determine optimal weights. Using monthly inputs for both macroeconomic and risk factors it identifies the sensitivity of each asset to changing macro-conditions and their exposure to risk factors. This in turn generates a forward-looking estimate of return, volatility and covariance for each asset allowing the model to determine optimal asset weightings.
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | 1.93% |
| 3 YEARS | 13.02% |
| 5 YEARS | 22.92% |
| SINCE INCEPTION | 87.18% |
| VOLATILITY | 6.27% |
| FUND PERFORMANCE | |
|---|---|
| 1 YEAR | 1.60% |
| 3 YEARS | 21.18% |
| 5 YEARS | 48.26% |
| SINCE INCEPTION | 126.87% |
| VOLATILITY | 9.74% |
Key Features
• Gains exposure to a range of alternative investment strategies, targeting limited correlation with stock markets
• Investment universe includes emerging market equities, currencies, commodities, volatility, precious metals and managed futures
• Portfolio includes exposure to alternative strategies such as emerging markets, managed futures and gold
• Would be considered a multi-strategy approach as compared to a multi-asset fund
