Marshall Wace - MW Liquid Alpha


Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor Marshall Wace LLP
Portfolio Manager Anthony Clake, Alan Hofmeyr
Fund Currency USD
Fund AUM $2.2b
Fund AUM (GBP) £1.7b
Fund AUM as of 31 July 2018
Max Gearing / Exposure Typically 200-400%
Fund Inception 01 July 2015
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

The MW Liquid Alpha Fund (the “Fund”) is a global equity market neutral fund aiming to generate a consistent absolute return with low correlation to equities and a low volatility target range of 4-6%. The Fund invests systematically in securities selected on the basis of investment decisions generated by Marshall Wace’s proprietary algorithms which utilise a wide range of data to model stock returns and alpha. Inputs include (but are not limited to) company fundamentals data, investor positioning and flows, sentiment and news flow. The Fund may also exploit additional investment opportunities, in line with the investment policy, identified on a non-systematic basis by MW.


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