Global Alpha Plus Strategy (GAP)

GAP is a value-oriented strategy which captures the Beta(s) of the MSCI World Value Weighted index and enhances return through the VMQ superior stock selection process.

We more efficiently provide the value-oriented Beta characteristics through portfolio construction risk control together with a strong stock evaluation process that selects the stocks we expect to outperform over time. GAP holds between 150-200 names with an active risk target of less than 3% pa and rebalances to the benchmark on an ‘event’ basis.

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