Risk Managed Equity Strategies

The Julex risk managed equity strategies strive to outperform the market benchmarks in the favorable market environment while having the flexibility of moving to defensive positions like cash or bonds in the unfavorable market condition. We combine our tactical risk on/off indicator with multi factor stock selection model in the investment process. When the indicator is “risk on”, we invest in a concentrated portfolio of 20 – 40 stocks aiming to outperform the market; when the indicator is “risk off”, we invest in cash and high-quality bonds to preserve capital.

A quantitative equity strategy aiming to deliver both outperformance over the Russell 1000 Index during market upswings and downside management during severe market downturns. It combines our TrueAlpha™ stock selection model with our RiskSwitch™ tactical risk management model. When the market is identified as “risk on”, the strategy normally invests in 25-40 high-quality, undervalued stocks with high profitability and safe balance sheets. When the market is identified as “risk off”, the portfolio’s risk exposure is reduced partially or completely.

A quantitative small cap strategy aiming to deliver both outperformance over the Russell 2000 index during market upswings and downside management during severe market downturns. It combines our TrueAlpha™ stock selection model with our RiskSwitch™ tactical risk management model. When the market is identified as “risk on”, the strategy normally invests in 25-40 high-quality, undervalued stocks with high profitability and safe balance sheets. When the market is identified as “risk off”, the portfolio’s risk exposure is reduced partially or completely.

A quantitative socially-responsible equity strategy aiming to deliver both outperformance over Thomson Reuters ESG US Index during market upswings and downside management during severe market downturns. It combines our TrueAlpha™ stock selection model with our RiskSwitch™ tactical risk management model. When the market is identified as “risk on”, the strategy normally invests in 25-40 high-quality, undervalued stocks with high profitability and safe balance sheets. When the market is identified as “risk off”, the portfolio’s risk exposure is reduced partially or completely. This strategy is best suited for socially-conscious investors who intend to outperform the market.

A quantitative real estate strategy aiming to deliver both outperformance over FTSE NAREIT All Equity Index during market upswings and downside management during severe market downturns. It combines our multi-factor stock selection model with our tactical risk management tool. When the market is identified as “risk on”, the strategy normally invests in 25-30 publicly-traded REITs with strong momentum, strong valuations, small size, and low leverage. When the market is identified as “risk off”, the portfolio’s risk exposure is reduced. The strategy has the flexibility of investing only in cash or cash equivalent during negative market environment.