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