Long-short

The fund strategy is the long and short, beta neutral version of equity risk factors for brazilian equities. It has close to 200 positions between long and short.

The distribution of returns is de-correlated from other asset classes.

Expected risk measured in terms of expected volatility of 8% a.a., with expected Sharpe Index of 1,5.

Strategy aims at capturing pure equity risk premia in the following risk factor families: Value, Momentum, Quality, Low Risk and Growth.