IPM’s Systematic Equity strategy can be seen as an evolution of the Smart Beta concept allocating risk dynamically among a set of equity risk premia. The basis of the approach uses predominantly company accounting data and explicitly avoids traditional capitalization weighting schemes.
In essence, the methodology results in rebalancing against swings in market prices, giving the portfolio a value exposure, dynamic in its nature. In addition, the strategy adds exposures to other risk premia such as quality, size, and momentum, as well as more forward looking factors not captured in accounting data. The implementation is fully systematic and based on proprietary investment models.
The strategy and its implementation results in well diversified portfolios representative of the broader equity markets, but with an expected outperformance. The investment universe can be tailored to investors’ demands, and pooled fund vehicles are currently available for Global, US, Europe, and Emerging Markets portfolios.
As part of its responsible investments efforts, IPM applies its ESG policy including engagement and/or exclusions of companies deemed to be in violation of international norms and conventions, and a best in class dimension to the portfolio construction.
AN INVESTMENT IN FUTURES IS SPECULATIVE AND INVOLVES SUBSTANTIAL RISKS, INCLUDING THE RISK THAT AN INVESTOR CAN LOSE SOME OR ALL, OR IN THE CASE OF A MANAGED ACCOUNT AMOUNTS IN EXCESS OF, ITS INVESTMENT. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.