Absolute return multi-factor risk premia

Absolute return multi-factor risk premia

Mandates which aim to generate returns from style premia for example value and momentum.
 AMC per annum (£,000)
 £25mn£50mn£75mn£100mn£125mn£150mn£175mn£200mn£225mn£250mn
 
AMC top quartile
2505007501,0001,2501,5001,7502,0002,2502,500
 
AMC median
2505007501,0001,2501,5001,7502,0002,2502,500
 
AMC bottom quartile
2134256388441,0411,2411,4421,6431,8442,046

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Absolute return multi-factor risk premia

Mandates which aim to generate returns from style premia for example value and momentum.
 OCF per annum (£,000)
 £25mn£50mn£75mn£100mn£125mn£150mn£175mn£200mn£225mn£250mn
 
OCF top quartile
3065157731,0241,2661,5111,7572,0032,2502,500
 
OCF median
2505007501,0001,2501,5001,7502,0002,2502,500
 
OCF bottom quartile
2314636949251,1561,3881,6191,8502,0812,308

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Mandates which aim to generate returns from style premia for example value and momentum.