Creating Factor Clusters in the US Liquid Alternatives Universe

After years of expansion, the US Liquid Alternatives market experienced a wide dispersion of performance during the COVID-19 market crisis.

Using a novel quantitative process using Premialab Pure Factors®, we identify nine “clusters” from a universe of 269 US Liquid Alternatives based on their performance and factor characteristics.

Investors can gain additional insights into their current or prospective US Liquid Alternatives holdings by observing performance in the context of the relevant cluster.

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