We identified 9 clusters within 269 US Liquid Alternatives using Premialab Pure Factors and the performance and factor characteristics of the funds.

By construction, this alpha is independent from the broad market factors and is referred to as “true alpha” in some literature. Alpha can be generated from the specific security selection or market timing of factors.

An insightful performance update on the passive and actively managed commodity inflation baskets constructed to explore inflation protection strategies.

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

Systematic intraday momentum strategies in the US equity market aim to benefit from intraday long or short trending behavior, both to mitigate downward risk and be exposed to asymmetric and convex return profiles, particularly during crisis periods.

This paper provides a review of the market, analyzing performance in 2021 across diversified multi-asset alternative risk premia and offering an overview of the following global factors: equity market neutral, multi-asset trend, and multi-asset volatility.

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

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.

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.

On the 9th of September, we hosted an insightful two-panel virtual forum, “Positioning for Inflation and the Outlook for Commodities,” with dealers, asset managers, and asset owners from around the globe.