The strategies are entirely rules-based and are developed in our in-house research department using analytical and machine learning tools. Rules must pass rigorous standards before being implemented, including the demonstration of statistical significance, proven return enhancement, and/or risk reduction, and pass fundamental financial theory and professional judgment tests. 

Investors often talk about Beta as being a reflection of the global and local stock markets. In today’s world, particularly with easy and low-cost access to global markets, we believe Beta should be viewed as the world's total investable assets across stocks, corporate bonds, and government bonds. We researched and built a foundational Global Beta index that serves as the Fund's benchmark.

The power of combining a disciplined, systematic approach to a global multi-asset opportunity set allows us to build more efficient portfolios and actively react to changing market conditions. Our long-only strategies are widely diversified across geographies and asset classes.

We combine the low fees associated with systematic investing with the benefits of active asset allocation. Applying our unique value, momentum, and trend overlays between asset classes and countries, it is our belief that investors will achieve more consistent returns over the long term.

We believe that the vast majority of information in financial markets is noise, meaning that it doesn't hold any statistical significance. Our models harness the power of data and technology to find statistically significant data relationships. Our strategies are viewed as a foundational core holding for many investors, but can also be used as a sidecar to more traditional investment strategies. Our core investment principle is to harvest equity and credit premiums to produce global balanced-like returns over time, but with significantly more downside protection.