The sub-fund aims to provide long term capital appreciation by investing in a set of factors (like momentum, value, carry and volatility) which are captured with rule-based long/short strategies. Factors display certain characteristics that are important in explaining their returns:
- Momentum intends to benefit from the tendency that an asset’s relative performance will continue in the near future;
- Value intends to benefit from perceived incorrect valuations by buying undervalued assets and selling overvalued assets;
- Carry intends to benefit from the tendency that instruments with higher yields outperform those with lower yields;
- Volatility intends to benefit from the tendency that volatility is trading at a higher level than the volatility that will be realized.
Measured over a period of five years, this sub-fund aims to beat the 1 month US LIBOR rate.
Información sobre el fondo de inversión NN (L) Multi Asset Factor Opportunities
El fondo NN (L) Multi Asset Factor Opportunities, con ISIN, LU1557065973 de la gestora NN INVESTMENT PARTNERS pertenece a la categoría Alt - Multiestrategia dentro de los fondos de Multi-Alternativos