Creating Factor Clusters in the Alternative UCITS Universe Published on Risk.net - Journal of Investment Strategies

Premialab is delighted to announce the publication of its research paper in Risk.net - Journal of Investment Strategies.

Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe

After years of expansion, the alternative UCITS market experienced wide fluctuations in performance during the Covid-19 market crisis. Using a novel quantitative process that utilizes Premialab Pure Factors®, Premialab identifies seven clusters within a universe of 323 alternative UCITS based on their performance and factor characteristics. Investors can gain additional insights into their current or prospective alternative UCITS holdings by observing their performance in the context of the relevant cluster.

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