The MontLake Disciplined Alpha U.S. Long Short UCITS Fund is advised by a Boston based firm with extensive experience building Macroeconomic Regime based strategies.

 

Disciplined Alpha was founded in 2013 to manage Regime based strategies for institutional investors.  Investors’ willingness to take risk, is not constant, but time varying.  These risk aversion preferences are tracked in a real time, forward looking, Macroeconomic Regime model and captured in a Long Short Equity strategy. 

While the strategy has the objective of generating superior returns, it is also designed to minimize drawdowns, and have low correlations with the overall equity markets, particularly during Bear Markets

KEY POINTS

The strategy incorporates four unique features that the Portfolio Manager has built over the last 20 years.

01

A Macroeconomic Regime model is utilized to determine growth versus value style tilts as well as gross and net exposures.  The Regimes consist of Momentum Regime (Risk On), Neutral Regime, and Value Regime (Risk Off).

02

A separate Short model has been incorporated that better captures the downside returns of stocks than the inverse of the Long model.

03

The strategy is diversified across the 13 of the 24 GIC Industry Groups that have historically been shown to have the most alpha opportunities.

04

Proprietary unique Industry Group models have been built that are based on over 1,000 meetings with company managements and fundamental sellside analysts.  

Terms and Conditions Apply

Read the disclaimer

MontLake Asset Management Ltd, 23 St. Stephen's Green, Dublin 2, D02 AR55, Ireland is licensed to provide Investment Management services to Professional Clients (including Collective Investment Schemes) by the Central Bank of Ireland.

MontLake UCITS Platform ICAV is an umbrella open-ended Irish collective asset-management vehicle with segregated liability between Funds formed in Ireland under the Irish Collective Asset-management Vehicles Act 2015 and authorised by the Central Bank as a UCITS pursuant to the UCITS Regulations.

The Manager of MontLake UCITS Platform ICAV is MontLake Management Ltd, a company regulated by the Central Bank of Ireland. 

This website is directed mainly for professional and institutional clients who possess the necessary experience, knowledge and expertise to make their own investment decisions and properly assess the risk that it incurs.

Information on this website was obtained from various sources and the company does not guarantee its accuracy. The information is for your private use and discussion purposes only and expressed views and opinions may change.

The Performance figures quoted refer to the past and past performance is not a guarantee of future performance or a reliable guide to future performance. The value of your investment and their income may go down as well as up.

Your investment may also be subject to currency, interest rate, as well as market fluctuations. Consequently the Investor may not get back a sum equal to that he / she originally invested.

Investors should note that an investment in those Sub-Funds which may invest in emerging markets should not constitute a substantial proportion of an investment portfolio and may not be appropriate for all investors.

The Sub-Funds may invest in Over the Counter as well as Exchange Traded derivative instruments to enhance return or hedge against fluctuations in security prices or market rates as well as to short sell a security through the use of a derivative instrument. Transactions in derivative instruments involve a risk of loss or depreciation of capital due to adverse changes in security prices, exchange rates or interest rates or in the case of OTC instruments default of Counterparty. This investment may not be suitable for all types of investors. It is therefore recommended that you consult your investment advisor.

A commission or sales fee may be charged at the time of the initial purchase for an investment and may be deducted from the invested amount therefore lowering the size of your investment. The Investment Manager will be entitled to receive a performance fee as well as a management fee, calculated on a daily basis and paid quarterly by the sub-funds.

The Levels and bases of taxation are dependent on individual circumstances and subject to change and therefore it is highly recommended that you consult a professional tax advisor.