Fund profile: ARP’s Global Equity Alpha

Wed Mar 14, 2012

The UCITS-compliant Global Equity Alpha Fund uses two strategies in an attempt to achieve alpha. It uses a stock selection process, called StockR8, developed by Bjarne Jensen from Stockrate Asset Management, and the hedging element uses implied volatility via investable instruments like VIX and VSTOXX. 

By using an automated system it aims to eliminate sources of human error that lead to underperformance, according to Nick Rees (pictured), partner of London-based Absolute Return Partners. 

The combined process has more than a year’s track record and recently received a mandate from a UK-based pension fund that committed $25 million last month. The fund was down 28 basis points last year. In January and February...

ISSN: 2151-1845 / CDC10004H

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