Diversified Arbitrage is a long/short strategy which is designed to generate attractive, absolute returns by identifying and exploiting a variety of inefficiencies that exist in global equity markets. Diversified Arbitrage integrates multiple, distinct equity investment strategies which produce forecasts that generally have low correlation with one another. Forecast segmentation expands the available opportunity set and allows the portfolio to diversify exposures across a broad array of alpha sources with varying investment horizons.
For more information on this strategy, please click here
Risk/return characteristics based on monthly returns. Data is historical. Past performance is not a guarantee of future results. Expected excess return is based on achieving an expected active risk over a market cycle (3‐5 years). No assurance can be given that the investment objective or target return will be achieved or that an investor will receive all or part of his or her initial investment. As with any investment there is a potential for profit as well as the possibility of loss.