Australian small caps strategy

Extreme market volatility characterised 2020 and 2021, with Australian small caps no exception. The magnitude of the movements, together with the in-depth daily monitoring of our strategies, has been helpful in uncovering new insights and has led to additional research and improvements in our strategy.

One of the key features of our process is diversification across our Signals, which are designed to have generally low to negative correlations with each other so that each is positioned to outperform in a different market environment. We observed some changes in these correlations, outlined in this Research Insight.

Written by

Tracey Franks

Melbourne Head Office
Suite 409b, 480 Collins St,
Melbourne, VIC 3000
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