Equity US DEFI: Multi-factor portfolio that offers a balanced exposure to a set of core equity factors: Value, Quality, Momentum and Low Volatility
The THEAM Quant – Equity US DEFI Fund aims to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on US markets or operating on these markets, the components of which are chosen using a systematic selection method based on fundamental and technical analysis of the companies’ shares.
- Firstly, the THEAM Quant – Equity US DEFI Fund is exposed to the global equity markets.
- Moreover, DEFI Strategy combines equity factors for a pre-defined tracking error positioning.
- It attempts to generate excess return over traditional market cap weighted indices.
- In addition, the strategy is based on a systematic investment process that selects equities through a combination of four investment style factors: Quality, Value, Low-Vol and Momentum.
- At last, an allocation mechanism which aims at controlling the relative risk between this factor allocation and a US market-cap benchmark index is implemented.