The Allegro Strategy
The Allegro Strategy
Allegro is a pure, quantitative investment process designed to capture the power of the momentum factor in equity markets. Unlike multi-manager funds, Allegro leverages a single, robust quantitative framework to identify shares exhibiting strong and stable price momentum. By combining state‐of‐the‐art data analytics with proprietary research, Allegro pinpoints the optimal holding periods and the ideal number of holdings to create a disciplined, rules‐based portfolio. This approach provides clients with transparent access to a pure momentum factor, aiming to deliver superior risk‐adjusted returns over the long term.
Investment Approach
Our investment approach is predicated on rigorous quantitative analysis and proprietary research, ensuring that only shares with demonstrably strong and sustainable momentum are included in the portfolio. Key elements include:
Pure Momentum Focus
Allegro exclusively targets shares demonstrating robust price momentum, eliminating distractions from other market factors.
Quantitative
Rigor
Our systematic model evaluates the stability and quality of momentum through proprietary metrics, ensuring that only the most resilient trends are captured.
Optimal Holding Periods
Incorporating in‐depth research on holding periods, the strategy dynamically adjusts positions to capitalize on enduring momentum.
Ideal Portfolio Composition
Using quantitative optimization, Allegro determines the precise number of holdings needed to balance diversification with concentrated momentum exposure.
Strategy Objective
The primary objective of the Allegro strategy is to achieve long-term capital appreciation by harnessing the pure momentum factor. Through a disciplined, data-driven approach, the strategy seeks to outperform traditional benchmarks by capturing persistent price trends while managing risk through optimal position sizing and timely rebalancing.
Client Benefits
Investors who choose Allegro gain access to a transparent, systematic strategy that delivers pure momentum exposure without the complexities of multi-manager arrangements. Key benefits include:
Transparency & Simplicity
A single, quantitative process eliminates the opacity often associated with multi-manager products.
Data-Driven Decision Making
The reliance on advanced analytics and proprietary research minimizes human bias and focuses solely on measurable momentum signals.
Adaptive Portfolio Management
Continuous model updates and dynamic rebalancing ensure the strategy adapts to changing market conditions, preserving momentum exposure.
Cost
Efficiency
By operating as a single-manager strategy with a clear, rules-based process, Allegro aims to keep operational and management costs competitive.
How To Invest
Investors interested in accessing the pure momentum factor via the Allegro strategy are invited to contact our investment team. Further documentation outlining investment minimums, fee structure, and performance reporting are available upon request.
Our dedicated client service team is ready to assist with any questions regarding the strategy or the investment process.
The Allegro strategy is listed on both the SIX Swiss Exchange and the Johannesburg Stock Exchange (JSE), providing additional transparency and ease of access for investors.
| Key Facts | |
|---|---|
| Structure | Actively Managed Certificate |
| Issuer | UBS AG, Zurich |
| Issuer rating | S&P A+ | Moody’s Aa2 | Fitch A+ |
| Exchange | SIX (Switzerland) | JSE (South Africa) |
| SIX|JSE Symbol | ALEGRU | ALEGRO |
| ISIN | CH1365474316 | ZAE000342325 |
| Number of holdings | 14 |
| Strategy objective | An actively managed global equity strategy that seeks to achieve long-term capital growth. |
| Portfolio Advisor | Southern Rock Capital Limited |
| Investment strategy | The strategy seeks to buy global companies with the highest quality momentum. |
| Benchmark | iShares MSCI World Momentum Factor ETF |