We pursue capital appreciation regardless of Market Trends.
The Fund aims to deliver enhanced risk-adjusted returns with a lower degree of market volatility compared to equity markets.
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CrunchDAO
DataCrunch uses the quantitative research of the CrunchDAO to manage this systematic market-neutral portfolio
This long-short portfolio is rebalanced weekly to target a net less than 0.01% exposure to BARRA's multi-factor risk model (market, value, momentum, industry, etc).
The long-term strategic goal of the fund is capital appreciation by capturing idiosyncratic return (pure alpha) with low volatility obtained through a market neutral portfolio (~0% beta to market and style factors).
This long-short portfolio is rebalanced weekly to target a net less than 0.01% exposure to BARRA's multi-factor risk model (market, value, momentum, industry, etc).
The long-term strategic goal of the fund is capital appreciation by capturing idiosyncratic return (pure alpha) with low volatility obtained through a market neutral portfolio (~0% beta to market and style factors).
We pursue capital appreciation regardless of Market Trends.
