AlphaCycle Investing provides a superior means of capturing and extracting active investment management alpha.

• Derived from the best institutional practices, built upon proven investment theory
• Multi-managed, open architecture solutions within asset class provides critical diversification at the process level; diversifies manager specific risk
• Active managers deliver alpha in a cyclical manner spanning market cycles (alpha cycles)
  
  
  - Default holding period of approximately 12 months is optimal for capturing active management alpha
  - Active manager persistency rarely survives longer holding periods

Process

AlphaCycle indexes incorporate two layers of alpha generation, embedded risk management, repeatable process.