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1 000 000
债券
80 234
股票
167 970
ETF & Funds
8万
指数
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The fund seeks to potentially match or exceed the performance of a portfolio of forty leading Equity Long/Short hedge funds using a factor replication strategy. The strategy employs a statistical model to identify the key drivers of recent pre-fee performance of such hedge funds across major equity and other markets. The Fund then invests directly in an optimized, dynamically-adjusted portfolio of liquid futures contracts to efficiently obtain similar exposures.