White Paper: Creating Factor Clusters in the Alternative UCITS Universe

Our latest white paper examines the universe of the largest alternative UCITS funds to classify them by risk profile, extract the benchmark for each cluster, and present a multi-asset decomposition framework for their variance and performance.

Using a novel quantitative process utilizing Premialab Pure Factor®, we identify seven “clusters” with a universe of 323 Alternative UCITS based on their performance and factor characteristics.



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