Global Deep Value
- 1.25Sharpe Ratio
- 12%Volatility Target
- 1xMax. Leverage
The Global Deep Value strategy aims to find disclocations in various global equity indices. Depending on the magnitude of the dislocation a relative target weight is assigned to construct a portfolio which is then volatility scaled to reach a target of 12%.
The portfolio is rebalanced at multiple times daily, particularly when the underlying assets experience sharpe changes in expected returns, volatility, or correlations. The strategy targets at most 12% volatility.
The portfolio is rebalanced at multiple times daily, particularly when the underlying assets experience sharpe changes in expected returns, volatility, or correlations. The strategy targets at most 12% volatility.
Strategy Access
Frequently Asked Questions
For general questions please consult this page. Questions specific to this strategy are answered here; if you have additional Questions please email us at pm@glrtec.com
The strategy is currently in pre launch state. In this state, Portfolio Managers invest their own money into the strategy to establish a live track record. This typically lasts for 3 to 6 months, at which point the strategy is made available to a broader audience.