Varengold Indices

From a research fund of more than 1000 asset managers worldwide, an index universe of reviewed, pre-selected managers is created, in which the managers included in the index must be available for investment through managed account structures. According to the allocation and risk parameters the index manager will pursue an systematic risk and allocation management.

In this the index profits from Varengold’s more than 15 years’ experience in the area of manager due diligence, risk oversight, and Alternative Alpha management.

The index reflects the entire spectrum of the 5 defined substrategies. In target allocation the focus is on managers that are able to operate in the global markets with agility and flexibility due to their trading volume and system characteristics.

The index are analyzed according to strictly defined criteria (including performance, risk exposure, style drift, draw downs, leverage, style and strategy mix) and processes, and pooled into a diversified and optimized portfolio with regard to the return and volatility target, and actively adjusted. Strategic asset allocation, as well as the manager selection process and the understanding of the individual strategies, are the structural pillars on which the stability of the Varengold Alternative Index is based.