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OMGI’s Global Equity Market Neutral Strategy

Cayman Arbea fund augments GEAR alpha

Some allocators always maintain a structurally steady allocation to equity market neutral as a portfolio diversifier, both for long only equity or bond exposure, and for other hedge fund strategies, many of which have become increasingly correlated to equity markets. Others more opportunistically and tactically allocate to the liquid strategy. In early 2018, the perception that some equity markets could be trading on elevated valuations, particularly based on cyclically normalised earnings, is one argument for reducing equity beta. Additionally, rising interest rates can boost absolute returns from most market neutral hedge fund strategies. As long portfolios are substantially financed by the proceeds of short sales, market neutral strategies will often be holding the majority of net assets in cash, which earns interest. Prior to the past nine years of QE, ZIRP and NIRP, market neutral strategies typically earned several percentage points of return a year from cash, plus or minus their trading performance.

(L to R) Mike Servent, Portfolio Manager and Head of Systems, Dr Ian Heslop, Portfolio Manager and Head of Global Equities and Dr Amadeo Alentorn, Portfolio Manager and Head of Research

Old Mutual Global Investors (OMGI)’s systematic global equity market neutral strategy, Global Equity Absolute Return (GEAR) has, since 2009, generated some of the best and most consistent risk-adjusted returns in the space, winning The Hedge Fund Journal’s UCITS Hedge performance award on several occasions. GEAR’s fee structure has marginally helped it to outperform peers that charge higher fees. The management fee is 0.75% and performance fees of 20% apply only to alpha.

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About The Hedge Fund Journal

Informing the Hedge Fund Community. With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry.