Established in 2009, AB’s fundamental alternatives strategies, managed by specialized teams, capture alpha from equities, targeting absolute return with low net market exposure to minimize correlation to traditional asset classes.

More than 20 years of quantitative investing within AB’s risk-management culture has produced a sophisticated platform of systematic and AI-enabled platform strategies to harvest returns in the form of hedge-fund risk premia.

Invested across diverse hedge-fund strategies, AB’s multi-manager capabilities, established in 2012, focus on absolute return with minimal market beta. The investment teams prioritize capital preservation during periods of market stress.