WG Low Volatility Factor Fund

Factor investing is defined as selecting stocks presenting certain characteristics (factors) that have proven to achieve high risk-adjusted returns over the past years. 

This fund's objective is to outperform the Moroccan stock market over a 5-year period. To achieve this, the fund invests in Moroccan stocks considered “low-risk”; in other words, whose historical volatility is assessed as "low" relatively to peers (Wafa Gestion analyses).  This strategy aims to mitigate the fund's underperformance during periods of market downturn, and ultimately to optimize its long-term risk/return profile.

For who?

For investors seeking an exposure to the equity market through a quantitative management style, based on a mathematical model seeking to optimize the long-term risk/return profile of the portfolio.

Why ?

An equity investment solution applying an intelligent model excluding human emotions, while under the supervision of portfolio management experts.

A stock selection process based on precisely defined rules, objectives and constraints.

A unique portfolio management style on the Moroccan market, backed by Wafa Gestion's recognized financial, technical and analytical expertise.

How does it work ?

The management approach is based on a “factor”, with investment decisions initiated primarily based on the "Volatility" characteristic.

Portfolio allocation is set using a risk/return optimization model, with the aim of minimizing the fund's overall volatility.