Sustainable risk-adjusted returns

The Gateway Target Beta UCITS Fund aims to deliver attractive long-term risk-adjusted returns from alpha and beta sources in global capital markets.

The Fund’s investment strategy is based on the positive attributes of established asset allocation approaches, such as:

  • Risk parity approaches
  • Global tactical asset allocation approaches
  • Investment in Hedge Funds

The Gateway Target Beta UCITS Fund pursues a systematic investment strategy with the objective of generating absolute returns. The strategy consists of two components: firstly, an allocation to traditional risk premia (long equity and credit) is built up, with a particular focus on avoiding extreme losses (tail events). This approach is then combined with a tactical multi-asset long/short allocation. The Fund aims to achieve a target return of money market rates +5% with target volatility averaging 6% and an expected equity beta in the range of 0.2 to 0.4.