Note18 Aug 20265 min4,317 reads
Asia factors: value paid, momentum lagged
Low-vol and value contributed; residual momentum was a drag. The 8% vol target kept the sleeve inside its drawdown budget.
We did not override the model into a single-name HK rally. That is the contract with allocators.
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Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.