Keep the capital.
Keep the transparency.
Keep more of the return.
QiMNA is a systematic long/short strategy designed to provide a return stream independent of market direction, with approximately 7% sirnulated correlation to the S&P 500 - a transparent. market-neutral alternative for family offices seeking control. liquidity and transparency.
Simulated annualised net return (2016-Jun 2026. pre-fees)
Simulated correlation to the S&P S00
Simulated retum / volatility (net)
Qi Macro Risk Premia Index
Long-only and fully Invested. Systematically overlays regime-aware macro allocation on the S&P 500 to harvest macro risk premia - without leverage.
- 450 holdings • 10% singie-stoc~ cap • 30-35% average monthly turnover
- +4.25% simulated annualised excess return over the S&P 500 uan 2016-Mar 2026)
- 1.32 simulated Information Ratio· 3.21 % tracking error
- Outperfonns in -95% of rolling 12~month periods. with a 24% higher return-to-volatility ratio than the S&P 500
Qi Market Neutral Alpha
Market-neutral by construction - a transparent alternative to a commingled hedge fund allocation, held in your own name.
- Systematic long/short, designed for a return stream independent of market direction
- Independent daily NAV from Solactive · full position-level transparency
- No 2-and-20 structure · no performance fee · no high-water mark
Hedge fund diversification, on your terms.
Everything a hedge fund allocation gives you, without the commingling, lock-ups or fee drag.
Your Capital Stays With You
Your money remains In your own account. Implement the licenced Qi index or target portfolio through your preferred wrapper. such ~s a TRS or SMA.
No Lock-Ups or Gates
No commingled fund, side pockets or traditional redemption restrictions. Positions are held in your own name, subject to the chosen implemention.
Market-Neutral by Construction
A systematic long/short strategy designed to provide a return stream lndependent of martet direction, with approximately 7% simulated correlation to the S&P 500.
Simpler Economics
No traditional 2-and-20 structure. no performance fee and no high-water-mark mechanics. More of the strategy return remains with the investor.
Existing cash or T-bills can serve as margin. allowing the family office to retain the carry on collateral and control the level of leverage.
Rules-based, with no discretionary style drift or key-man dependency. Solactive Independently calculates the Index, with a daily NAV and position-level transparency.
