Managed AlphaThis SA-focused equity solution aims to outperform the local equity market and provide investors with an alternative source of both alpha and diversification compared with traditional fundamental approaches. To achieve this, the portfolio dynamically adapts to changing market conditions and quantitatively exploits behavioural biases through investing in the themes that differentiate between the strong- and weak-performing shares. The portfolio managers evaluate the relative attractiveness of shares through the systematic analysis of fundamental, risk, economic and market data. Their innovative approach dynamically weights exposure to the identified themes separating the outperforming investments from those that are not performing as well. This enables the portfolio managers to take advantage of structural anomalies in the market.
This solution is suitable for retirement funds, corporates, asset aggregators and medical aids with a moderate risk profile in an equity context and a time horizon longer than three years.
Benchmark: FTSE/JSE Capped Weighted All Share Index or client specific
Objective: The portfolio aims to generate a total return that outperforms the benchmark by 2% a year over the medium to longer term.