AFFILIATED INVESTMENT MANAGERS

AlphaSimplex Group

Adaptive Strategies for Changing Markets: AlphaSimplex Group

AlphaSimplex investment officers explain how their systematic strategies are used to manage portfolio risk and help investors succeed in evolving financial markets.

  • Founded:  1999
  • Headquartered:  Cambridge, MA, USA
  • Expertise:  Alternative investment strategies
  • AUM: USD 6.3B as of December 31, 2018

AlphaSimplex Group, LLC offers alternative investment solutions designed to adapt to changing market dynamics. The products use AdaptiveVolatility Management™ to help offset the impact of short-term fluctuations in market risk. The products are liquid, actively managed, and adaptive to current market conditions.

Net asset value as of December 31, 2018. Assets under management ("AUM"), as reported, may include notional assets, assets serviced, gross assets and other types of non-regulatory AUM.

Funds

ASGDynamic Allocation Fund

Fund that tactically adjusts exposures to global fixed income and equities using a systematic, quantitative approach.

  • $40.48 million Total Net Assets (as of 04/25/2019)
  • World Allocation Morningstar Category™

ASGGlobal Alternatives Fund

Risk, return and correlation properties of hedge funds in a mutual fund, using proprietary hedge fund beta replication strategy with active risk management.

  • $1.18 billion Total Net Assets (as of 04/25/2019)
  • Multialternative Morningstar Category™

ASGManaged Futures Strategy Fund

Seeks positive returns across market conditions using multi-model trend-following strategy with active risk management.

  • $1.88 billion Total Net Assets (as of 04/25/2019)
  • Managed Futures Morningstar Category™

ASGTactical U.S. Market Fund

Equity allocation that uses a proprietary risk model to tactically adjust market exposure to US equities.