Investment Objective
The MW Systematic Alpha UCITS Fund is a global equity market neutral fund aiming to generate a consistent absolute return with low correlation to equities and a low volatility target range of 4-6%. The Fund invests systematically in securities selected on the basis of investment decisions generated by Marshall Wace’s proprietary algorithms which utilise a wide range of data to model stock returns and alpha. Inputs include (but are not limited to) company fundamentals data, investor positioning and flows, sentiment and news flow. The Fund may also exploit additional investment opportunities, in line with the investment policy, identified on a non-systematic basis by MW.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.2 | 0.7 | 0.4 | 0.6 | 0.4 | 0.3 | 0.2 | 0.7 | 0.4 | 0.0 | 0.7 | 1.0 | 0.5 | |
2022 | 0.2 | 0.3 | 0.1 | 0.3 | 0.2 | 0.2 | 0.6 | 0.8 | 1.0 | 0.3 | 0.1 | 0.1 | 0.7 |