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.