Description

Long-biased systematic fund, which allocates in equity risk factors and other asset classes, with more than 150 long and short positions.

Long-biased systematic fund, which allocates in equity risk factors and other asset classes, with more than 150 long and short positions.

Fund with more than 100 positions and high diversification on individual stocks and sectors. Expected beta below one. The objective of this fund is to generate a Sharpe ratio above one, considering a tracking error around 10% against the Ibovespa index.

It targets an annualized volatility of 16%, with expected Sharpe Ratio above 1.5.

The fund uses a strategic and a tactical systematic allocation model based on local and global macroeconomic indicators. This model specifies the allocation for the long-only and long.short Brazilian equity strategies.  The fund also allocates risk to other risk factors in other  asset classeses such as momentum in FX, interest rates, commodities, etc.

Historical returns