We aim to efficiently capture uncorrelated European equity returns with managed volatility and downside protection. The strategy utilises a bottom-up fundamental investment process based on extensive stock research. A disciplined macro framework guides the exposure management.
Michael Browne and Steve Frost filter their universe of around 600 mid-large cap European companies using their quantitative and qualitative analysis.
For the long book they are looking for companies with positive business strategies and metrics and for the short book they are looking for companies with negative business strategies and metrics.
The product has a broad European focus.