GAA Sterling Accelerated Growth & With Profits Fund

GAA GBP GLOBAL 'Q' FUND

Fund Overview

The GAA GBP Global 'Q' Fund offers investors an alternative to traditional investment management techniques with a view to securing long term capital growth in an environment designed to be risk adverse. The Fund's strategy has evolved over the years, and today benefits from investment into the successful 'quant' strategy which has been used to power the GAA USD Global 'Q' Fund.

The Fund seeks consistent absolute returns primarily by investing and trading in equities and equity related products of companies incorporated globally, while at the same time reducing exposure to downward movements in the market by actively managing risk. It aims to secure consistent and above average returns from a dynamic, forward looking mathematical ‘quant’ model which relies on the structured processing and interpretation of universal stock data and forecasting. At the same time, hedging techniques are used where possible to limit both currency and global market fluctuations where possible.

Key Benefits

Ability to analyse all data available from the entire universe of more than 38,000 stocks across 52 global stock markets.
Only mid to large cap stocks are considered, typically capitalized at more than US$100 million, and often at more than US$1 billion
Dynamic stock selection process based on an extensively researched and developed “Quant Model”.
Monthly re-weighting; stock selection is evaluated and reallocated every month.
Maximum weighting; no single stock will constitute more than 5% of the portfolio.
Diversification; typically, 100 - 120 stocks are purchased every month.
Dynamic hedging facility; a unique hedging facility is used to protect the portfolio from sudden downturns in the market as and when appropriate.

Investment Strategy

Central to the investment process are proprietary dynamic quantitative multi-factor models. These models incorporate various factors ranging from consensus earnings momentum, earning revisions, price momentum, price/earnings ratios, price to book ratios, price to cash ratios, dividend yields and many other factors. The long stock positions are dynamically hedged with swaps on the global benchmark.

Corporate Strength

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GAA Investment Funds Limited, Bermuda

Global Asset Allocation Limited, Bermuda

Bermuda Commercial Bank Limited, Bermuda
International Corporate Management of Bermuda Limited, Bermuda
Conyers, Dill & Pearman, Hong Kong & Bermuda
Deloitte & Touche, Bermuda
Bermuda Monetary Authority

Key Information

Name:
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Early Redemption: Bloomberg Code: ISIN Code:

GAA GBP Global 'Q' Fund
1 September 2001
GBP 100 per share
GBP 15,000
Zero
1.75% per year
10% of net new highs with losses carried forward
6% in the first year reducing by 1.2% per year to zero after year five GAAQGBP BH BMG345951278