The GAM Star Barclays Dynamic Multi-Index Allocation fund is a Ucits-compliant fund available to professional investors in a number of share classes including, sterling, dollar, euro and Japanese yen. It invests in quantitative indices and will be managed by GAM’s David Smith and Chi Lee, targeting Libor +4-6% with a volatility of between 3% and 6%.
It is run across global asset classes with both directional and absolute return styles.
Lee and Smith will use GAM’s views on the hedge fund market, allocating to somewhere in the region of 20 to 30 indices, from a Barclays universe of approximately 4,000 cost-efficient investible indices.
The fund’s base currency is US dollar.
