RJA Global Hedged Equity Strategy
The RJA Global Hedged Equity Strategy provides qualified institutional investors with a customizable solution to access global volatility risk premium and achieve equity-like returns with reduced volatility
Liquid, transparent and rules-based investment process
Access to the volatility risk premium
Alternative source of return that provides diversification benefits
Rigorous research foundation
Experienced management team
The RJA Global Hedged Equity Strategy systematically sells cash-secured put options to harvest the volatility risk premium. The strategy utilizes a combination of securities associated with broad equity market indices (e.g. S&P 500, MSCI EAFE, MSCI EM, etc.) to achieve the investment objective while maintaining a low tracking error. While the preferred benchmark is 70% MSCI ACWI + 30% 1-Month T-bill, the benchmark can be fully customized to meet client needs. The strategy employs a proprietary trading algorithm to collect more volatility risk premium, rebalance delta and de-lever on the downside.
The strategy is constructed using flexible components and is fully customizable to clients' specific benchmarks.