Alternative Investment Strategies

AGFiQ U.S. Market Neutral Strategies

The AGFiQ U.S. Market Neutral strategies are designed as ways for investors to incorporate factors into their portfolios as a complement to their equity and fixed income allocations.

Implementing an allocation to factors in market neutral form has historically demonstrated a source of uncorrelated returns that can enhance the risk-adjusted returns of a portfolio. Market neutrality can provide investors with a means of achieving positive absolute returns even during challenging market conditions.

Our market neutral strategies can be used in isolation to provide a ‘purer’ factor exposure to reach a strategic objective, or in combination to achieve factor ‘tilts’ within a portfolio. These strategies could be used by investors who are:

  • Looking for uncorrelated returns
  • Building factor-based alternative strategies
  • Portfolio hedging, either strategic or tactical
  • Alpha generation
  • Replacement for low yielding cash instruments

They can provide efficient and isolated market neutral exposure to the most well-known risk-factors. Our goal is to provide investors with investment vehicles that isolate factor performance in the marketplace. Our ability to short in each strategy is the mechanism that provides a low correlation to equities which still maintaining factor exposures.