Sunday, 2 August 2015
Last updated 1 day ago
Aug 9 2007 | 11:36am ET
SGAM Alternative Investments is launching the first UCITS III compliant mutual fund under French law that targets a risk/return profile corresponding to the global hedge fund universe.
The firm’s new Total Return Exposure (T-Rex) strategy aims to replicate the performance of the Hedge Funds Research Index, with a dynamically managed portfolio using liquid financial instruments, such as futures, on the major asset classes (equities, bonds, and currencies).
The allocation process of the fund is based on a quantitative model, which automatically calculates the allocation offering a high correlation to the performance of over 2000 hedge funds tracked in the HFR database, without subjective input from a fund manager. Its positions are re-weighted every month.
The T-Rex strategy charges no minimum subscriptions and offers daily liquidity and transparency, as the fund’s portfolio allocation will be published continuously on the firm’s Web sites.
May 27 2015 | 2:15pm ET
Support Hedge Funds Care, also known as Help For Children (HFC), by participating in this year's raffle. All proceeds go to support HFC's mission of preventing and treating child abuse. Read more…