Risk Parameters
Minimum Average Daily Turnover Required For A Stock = USD 2mln
Minimum Number Of Analysts Required To Actively Cover A Stock = 3
Maximum Gross Exposure = 200%
Maximum / Minimum Net Exposure = +200% / -80%
Max / Min Net Exposure Per Country = + / - 30%
Max / Min Net Exposure Per Sector = + / - 30%
Absolute Stop Loss = -15%
High Watermark Stop Loss = -15%
Initial Position Weight = 3.50%