MSCI UK Strength Target Strategy
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MSCI Japan Strength Target Strategy
MSCI Japan Strength Target Strategy
Kambiz Kazemi, Chief Investment Officer
Summary
The MSCI Japan Strength Target Strategy adjusts exposure to the MSCI Japan Index based on momentum. It scales down exposure after strong rallies and increases it during or after market stress, targeting better long-term risk-adjusted returns while reducing capital usage. On average, the strategy maintains 61% exposure, with excess cash allocated to U.S. T-bills.
What's inside
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Strategy overview
- Performance vs. MSCI Japan Index
- Resilience and diversification
Source
Bloomberg and Validus Risk Management
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