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Alternatives
Alpha Arbitrage
This long/short strategy seeks to exploit return differentials from systematic alpha sources, including volatility, value, quality, and momentum. The strategy seeks to achieve a high Sharpe ratio over the long term. It focuses on total, or absolute, risk rather than risk relative to the market.*
| Market Exposure | Beta range of 0 to 0.3 |
| Benchmark | 90-Day Treasury Bill |
| Inception | January 2011 |
Alpha Arbitrage Equitized
This long/short strategy seeks to exploit return differentials from systematic alpha sources, including volatility, value, quality, and momentum. The strategy seeks to achieve a high information ratio by using a futures overlay to target a beta between 0.95 to 1.*
| Market Exposure | Beta range of 0.95 to 1 |
| Benchmark | S&P 500® Index |
| Inception | December 2016 |
*Investment results are not guaranteed, and there is no guarantee that a strategy’s objective will be met. Investing in securities involves risk of loss of both income and principal that investors should be prepared to bear. Long/short investing can be riskier than long-only investing, since both the long and short sides can simultaneously lose value.