Junfeng Quantitative China Hedged

Mandate No.2


INVESTMENT OBJECTIVE

Combining a proven multi-factor equity approach with a disciplined systematic hedging strategy, the Mandate seeks to capture superior equity market returns, while mitigating volatility and risk, especially in declining markets.

INVESTMENT STRATEGY

  • Core Multi-factor Quantitative Equity Portfolio: A monthly proprietary modeling process which combines a sector allocation process with a multi-factor securities selection process to build a diversified portfolio of Chinese equities.
  • Systematic Long/Short Hedging Overlay: Combines multiple systematic strategies to hedge equity portfolio risk, control drawdowns and capture uncorrelated returns in both rising and falling market environments.

General

Information


TERMS & CONDITIONS

Inception:

10/7/2018

Investment Restrictions:

The Mandate is restricted to residents of China, Hong Kong, or QFII/RQFII participants. For more information, please contact us.

ABOUT JUNFENG

Junfeng Investment Management (Hangzhou) Co., Ltd. is a joint venture formed in 2017 between WaveFront Global Asset Management Corp., J.Royal Asset Management Co. Ltd, and Shanghai Rongqiao Business Consulting Firm.