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the active long-only programs

The genio.EQUITY+ programs are a set of long-only programs exploiting equity mispricing caused by medium-term investor behaviours. The programs use both price and fundamental data to dynamically create long-only portfolios predicted to outperform their respective benchmarks (e.g. global, country, sector or regional). Each respective program trades the instruments in the given benchmark with an outperformance target of 3-5% and a tracking error target of 4-7% per annum. The genio.EQUITY+ programs can be offered with different ESG-filters if required.

sources of alpha

equity mispricing due to medium-term investor behaviours

how does the program extract it?

it uses fundamental and price data to dynamically create a long-only equity portfolio predicted to outperform the benchmark (e.g. global, country, sector, region)

markets and instruments traded

depends on the benchmark index

target return and volatility, P.a.

3%+, 4% tracking error

available product STRUCTUREs

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