The global platform mirrors the US version a mathematical investment process that uses a variety of global securities benchmarked to the MSCI World Index, with targeted annualized gross returns of 2.5% to 3% above the benchmark. The firm funded the global version with seed capital in December 2004, and since then the portfolio has beaten the MSCI World Index by 4.64%.
Robert Fernholz, CIO, says it took...
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