The SEI Liquid Alternative Fund is an award-winning hedge fund that aims to achieve long-term capital appreciation by implementing a strategy that seeks to approximate the returns of a model portfolio of funds that employ alternative investment strategies.
This is a Marketing Communication. For Professional Investors only. Not suitable for Retail Clients. Please refer to the SGMF Fund Prospectus for this UCITS Fund and the KIID before making an investment decision. Currency fluctuations may cause returns to increase or decrease.
We believe that hedge fund replication has the potential to deliver value without high fees, single manager risk, or illiquidity.
Replication can capture strategic and opportunistic factor shifts, which have been an important source of alpha generation.
Past performance does not predict future returns. Source: SEI.
Replication can potentially deliver that value without high fees, single manager risk and illiquidity. The entire process seeks to mitigate three key investment risks: market structure (liquidity, trade crowding, counterparty), concentration (single fund, industry, geography), and human biases (selection bias, gambler’s fallacy, etc.)
DBi, a US-based boutique specialist in “hedge fund replication,” was selected in 2015 to manage the portfolio. DBi strategies start with product design, which combines rigorous statistical analysis with deep industry knowledge and experience.
Once a strategy is live, rebalancing is entirely systematic (no discretionary overlays) and occurs either weekly for Managed Futures or monthly for Multi-Strategy/Equity Hedge.
The target portfolio consists of many leading hedge funds across the four main hedge fund strategies (Managed Futures, Equity Hedge, Relative Value, and Event Driven). The representative managers shown are subject to change. Information correct as of 31 May 2023.