The strategy applies a long/short approach to global equity markets, with the objective to maximize returns through controlled volatility, while maintaining a very low correlation to traditional asset classes.

With a variable market bias, it aims at leveraging trading opportunities between equity indices by trading index future contracts, ETFs and individual stocks. This strategy uses complementary signals which have been consistent and robust in the past and whose prospects are rationalizable.

Characteristics
Beta
-0.3 to 0.3
Maximum exposure by index
15%
Short exposure to markets
100%
Long exposure to markets
100%
Volatility target
4.5% to 7.5%
Currency hedging
100% in USD
Returns
31/05/2021
3 months
YTD
1 year
3 years
5 years
10 ans
Since inception
Hexavest Composite
2.38%
2.69%
3.32%
5.22%
-
-
5.91%
Returns in U.S. dollars. The inception date of the strategy is January 1, 2018. Performance results are presented gross of management and administrative fees and net of transaction fees. Actual client returns will be reduced by investment management fees and other expenses the client may incur. The information shown does not represent the experience that any investor actually attained. Past performance is not necessarily indicative of future results.

Fact Sheet

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