Quant Multi-factor
Quant Multi-factor Asia
Value, residual momentum and low-vol with an 8% vol target. Weekly rebalance.
LiveR3
NAV
110.55
30D
+4.42%
90D
+9.80%
YTD
+15.60%
ITD
+24.10%
MDD
-5.70%
Sharpe
1.61
AUM
$10.30M
Min
$1,500.00
Lockup
7d
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
Meridian SystemsOrbit VerifiedLicensed Desk
Foothill's Asia multi-factor sleeve, published as a copyable desk.
6P
Philosophy
Factors decay; budgets do not.
Process
Rebalance Mondays 02:00 HKT. Hard 10% name cap.
People
Foothill Systematic
Portfolio
HSI · EWY · 700.HK
Parent
Tokyo / Hong Kong
Performance
YTD 15.60%
Equity path
Monthly returns
04
+0.4%
05
+2.4%
06
+1.0%
07
+0.8%
08
+0.4%
09
-0.6%
10
+3.0%
11
+3.2%
12
+2.3%
01
+1.5%
02
+0.1%
03
+1.6%
04
+2.4%
05
+1.9%
06
+0.1%
07
+0.3%
08
+1.7%
09
+1.3%
Fees
- sub
- 0%
- red
- 0.1%
- mgmt
- 1%
- perf
- 12%
- copy
- 12%
Suitable: Regional diversifier next to US tech.
Not suitable: Single-name stock pickers.
Linked vault
Quant Multi-factor Asia
TVL
$10.30M
30D
+4.42%
MDD
-5.70%
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.