Key stats
About DESJARDINS ALT LONG SHORT GLOBAL EQ USD HEDGED UNIT
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Inception date
Oct 14, 2022
The fund uses proprietary investment signals to take long and short positions on equity index futures and/or ETFs. The fund selects a set of investment signals that go through historical simulations to evaluate their risk/return profiles. These signals may include factors rooted in financial, economic or behavioral analysis of the stock market. Through a multi-phase scoring process, selected signals are calculated at the market index level and normalized to standardize their respective scales. The standardized values are then combined to establish a final score for each market index. Then using an optimizer, a long/short global equity portfolio is built to maximize the total score for investment constraints, such as volatility, diversification, beta, and operations. This resulting candidate portfolio is compared to the current portfolio. Then if conditions, such as the current portfolio being overconcentrated or the current portfolio's predicted volatility, is going above low-medium risk (i.e., greater than 7.5%), a transaction basket is created to make the current portfolio positions match the candidate portfolio.
Classification
What's in the fund
Exposure type
Cash
ETF
Bonds, Cash & Other100.00%
Cash91.41%
ETF13.43%
Miscellaneous−4.83%