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‘The Brexit all balanced out in the end’“For the Brexit we had some good positions along with the bad, and it all balanced out in the end, with hardly any performance impact despite everything that happened. We were underweight UK banks but overweight in sterling-denominated bonds, and the fund is hedged, so there’s no currency exposure.”
‘We’re constantly doing research and trying to improve use of the factors’“We already used metrics like rating, leverage or profitability, but ratings tend to be sticky, and accounting-based data only comes out quarterly. So we wanted a variable that was more responsive, derived from market information.”
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