Qualis Market Neutral Index
The Qualis Market Neutral Index is constructed to represent a beta-neutral equity strategy designed to provide consistent absolute returns with low volatility across all market conditions. The strategy employs a proprietary research and portfolio construction process rooted in fundamental investment principles, rebalancing monthly to maintain diversification and beta neutrality. With a target beta-adjusted gross exposure of 2.5x, the index is composed exclusively of liquid U.S.-listed equities while avoiding shorting securities with high borrow costs, capturing relative value opportunities through carefully selected long and short positions.