**The data presented here is representative of the portfolio’s holdings in the Acadian Australian Equity Market Neutral Fund and is supplemental to the co mpo site performance disclosure page attached. 
*The volatility exposure is to Acadian’s volatility score, which is based on a stock’s trailing 60-day realized volatility. The volatility score has a close-to-normal distribution. A 1% exposure to the volatility score amounts to the longs having 0.2% more annualized volatility than the shorts. The strategy does not have a meaningful volatility tilt. Strategy Document
Australian Market Neutral
This strategy aims to deliver stable long-term absolute returns above the RBA cash rate, with relatively low levels of risk and volatility, by actively investing in Australian companies.
INVESTMENT UNIVERSE
1000+ Australian stocks (includes ex-index stocks to maximise the opportunity set).
RETURN FORECAST
Daily analysis at stock-specific, peer group, and macro level results in objective risk and return forecast
PORTFOLIO CONSTRUCTION & TRADING
Forecasts enter proprietary portfolio optimisation system, weighing expected return against risk, liquidity and T-costs
Investment philosophy
Financial assets are often mispriced due to behavioural errors, such as incorrectly processing information or acting on incomplete information.
Top-performing companies display many qualities. Their success is multi-faceted and cannot be attributed to any single factor.
Market inefficiencies and attractive opportunities are best captured using systematic processes.
Curated application of artificial intelligence (AI) and machine learning (ML) technology can help extract pertinent information from large, complex datasets.
Investment processes must be dynamic and adapt to changes in investor behaviour and the investment environment.
Acadian’s edge comes from embracing innovative ideas and continuously investing in people, technology, and data.
Acadian Asset Management (Australia) Limited (“Acadian Australia”) ABN 41 114 200 127 is the holder of Australian financial services license ("AFSL") number 291872. It is also registered as an investment adviser with the U.S. Securities and Exchange Commission ("SEC"). Under the terms of its AFSL, Acadian Australia is limited to providing the financial services under its license to wholesale clients only.
Acadian Australia is a wholly owned subsidiary of Acadian Asset Management LLC (“Acadian”), a U.S. registered investment adviser regulated by the U.S. SEC. Acadian is exempt from the requirement to hold an AFSL under the Corporations Act 2001 (Cth) ("Corporations Act"). Acadian is regulated by the SEC under United States of America laws, which differ from Australian laws. This website is intended only to provide a summary of the subject matter covered. It does not purport to be comprehensive or to provide legal, taxation or other advice on the subject matter. No reader should act on the basis of any matter contained in this website without first obtaining specific professional advice.
The information on this web page is provided to you because Acadian Australia reasonably believes that you are a "wholesale client" within the meaning of that term under the Corporations Act and not any other class of persons. This information is not an advertisement and is not intended to induce retail clients to invest in any product. Retail clients who are interested in products referenced on this website should contact their financial adviser.
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