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JPM Highbridge Statistical Market Neutral Fund

Bringing alternative asset management to your clients

The JPM Highbridge Statistical Market Neutral Fund aims to provide long-term positive returns in excess of cash, with relatively low volatility and low correlation to equities.

Key selling points

  • Aligned with your clients’ objectives – aims to beat the returns available from cash over the long term, independent of market performance.
  • Minimises market risk – the fund’s market neutral approach aims to minimise broad market exposure so returns are driven purely by stock selection.
  • Proven proprietary research – fully automated quantitative investment approach capitalises on the experience and expertise of one of the world’s leading alternative asset managers.
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Benefit from Highbridge’s proprietary research

Highbridge combines diversified stock selection model, a constantly optimised portfolio and a sophisticated execution system that gives the fund the potential to produce positive annual returns in a variety of market conditions with a low volatility compared to stock markets.

  • Stocks are constantly monitored across the US and European stock markets in search of mispriced stocks using traditional and innovative valuation techniques.
  • Stock analysis is continuously updated and fed into Highbridge’s portfolio optimiser, which buys stocks that are deemed to be undervalued, while maintaining equal and offsetting short exposure to stocks that appear overvalued.
  • The optimise rebalances the portfolio every five minutes during the trading day, constantly adjusting long and short exposure as risk/return opportunities change, in order to minimise the impact of market movements on returns.

The Statistical arbitrage investment process

The portfolio results from the interaction of Highbridge's proprietary statistical arbitrage model and optimiser.

Please remember that the value of investments and the income from them can fall as well as rise and investors may not get back the original amount invested. Past performance is not a guide to the future.

*The current yield to maturity for the portfolio is the sum of the yield of each individual holding multiplied by the market value weighting in the portfolio.