The objective is to systematically generate alpha over traditional equity benchmarks by using a robust multi-factor model. This strategy targets consistent outperformance of 5–7% p.a. gross IRR through diversified exposure to equity factors like Size, Quality, Value, and Momentum—eliminating biases and optimizing risk-adjusted returns.

Alpha Alternatives emphasizes a dispassionate, data-driven decision-making process. Its investment philosophy relies on absolute return orientation, strong risk controls, and market-neutral strategies. Using dynamic modeling, factor investing avoids subjective bias while ensuring consistency in performance through process-driven evaluation of opportunities across all market cycles.