Using exclusively liquid and transparently priced instruments, our LAB Liquid Index program tracks the performance of the hedge fund industry, as represented by our well-known HedgeIndex Main Index. The LAB Liquid Index mirrors the asset composition of the HedgeIndex Main Index and comprises the aggregate performance of its three individually investible LAB Liquid strategy indexes:
Using exclusively liquid and transparently priced instruments, our LAB Liquid Index program tracks the performance of the hedge fund industry, as represented by our well-known HedgeIndex Main Index. The LAB Liquid Index mirrors the asset composition of the HedgeIndex Main Index and comprises the aggregate performance of its three individually investible LAB Liquid strategy indexes:
LAB offers the following advantages:
Potential investment applications include:
Multialternative Strategy, launched in 2012, is designed to serve as a macro-aware, core portfolio diversifier, enabling our clients to achieve low maximum drawdowns and strong total returns. We use statistical research and fundamental analysis to identify a broad set of mutually complementary investment strategies to promote the maintenance of a balanced and efficient investment program.
Multialternative Strategy, launched in 2012, is designed to serve as a macro-aware, core portfolio diversifier, enabling our clients to achieve low maximum drawdowns and strong total returns. We use statistical research and fundamental analysis to identify a broad set of mutually complementary investment strategies to promote the maintenance of a balanced and efficient investment program.
Launched in 2014, GRAS (Global Risk Allocation Strategy) is a long-only, unlevered asset- and sector- allocation investment program. It seeks to participate in equity market uptrends while potentially generating profits during episodic market declines by reducing the “left-tail” risk and path-dependency common to most equity market investments. The gains from GRAS versus common equity benchmarks are significant across a wide range of measures, including drawdown and negative skew.
Launched in 2014, GRAS (Global Risk Allocation Strategy) is a long-only, unlevered asset- and sector- allocation investment program. It seeks to participate in equity market uptrends while potentially generating profits during episodic market declines by reducing the “left-tail” risk and path-dependency common to most equity market investments. The gains from GRAS versus common equity benchmarks are significant across a wide range of measures, including drawdown and negative skew.
Launched in 2011, Managed Futures is a widely used investible benchmark employed by major institutional investors and consultants, which seeks to capture significant trends across major asset classes in an industry-consistent manner. Managed Futures conforms to a variety of constraints and enables our clients to benefit from capital efficiency and diversification, particularly during periods of large equity drawdowns.
Launched in 2011, Managed Futures is a widely used investible benchmark employed by major institutional investors and consultants, which seeks to capture significant trends across major asset classes in an industry-consistent manner. Managed Futures conforms to a variety of constraints and enables our clients to benefit from capital efficiency and diversification, particularly during periods of large equity drawdowns.
Launched in 2010, Merger Arbitrage is a market-neutral, event-driven benchmark, which profits off announced merger transactions. Merger Arbitrage performs well as a hedge for traditional portfolios, offering uncorrelated, high absolute returns.
Launched in 2010, Merger Arbitrage is a market-neutral, event-driven benchmark, which profits off announced merger transactions. Merger Arbitrage performs well as a hedge for traditional portfolios, offering uncorrelated, high absolute returns.