Excess Return of Alpha Signals – Australian Small Caps

In this Insight, we have focused on the performance of Blue Orbit’s four component Alpha Signals, which are the individual building blocks of our Systematic Alpha strategy, and are each designed to outperform in different market environments.

Pleasingly, we have seen that all of our Alpha Signals have historically outperformed for the 12 months following a significant drawdown in the Small Ords. Given our diversified positioning across multiple Alpha Signals, we are confident that the strategy is well-placed for the next 12 months as we eventually emerge from the current market sell down.

Click here to read this research insight.

Written by

Tracey Franks

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