JUPITER MERIAN GLOBAL EQUITY ABSOLUTE RETURN I HGD GBP

Investment Process

The fully systematic, quant-driven investment process draws on five distinct strategies that span different styles: value, growth, momentum, analyst sentiment and company management. The strategies are combined to produce a single return forecast for every stock in the universe of 3,500 global equities. The weighting given to each strategy is based on not only its historical performance, but also the current macroeconomic environment. Weightings are therefore dynamic, tilting the portfolio towards the strategies that are likely to be most effective at the time. The stock return forecasts are then used in an optimisation process to construct the most efficient portfolio. The fund is rebalanced weekly. The fund uses basket trades where possible to minimise commissions. Turnover for the fund is typically 600% to 800% pa.