The MJ Hudson Allenbridge Alternative Risk Premia Fund Review 2019
MJ Hudson Allenbridge has been closely monitoring the factor investing market since 2014. Following on our broad survey of asset manager and investment bank factor strategies published in late 2017, we felt it appropriate to comment on the performance and trends we witnessed during 2018. This report presents the results of a survey of 25 asset managers offering diversified multi-asset alternative risk premia (ARP) funds. This represents the majority of the assets managed in this market. In addition to the survey results, we also present an overview of 2018 returns and their drivers..