Global Balanced Risk Control Strategy: Fixed Weight Benchmark
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The team believes that this top-down macro investing approach combined with explicit, client defined and quantitatively driven risk control creates a portfolio which seeks to deliver excess returns as well as helping to provide downside protection in volatile markets. They believe that given the flexibility of the Strategy, it can act as a standalone investment as well as a risk control ‘buffer’ within a larger portfolio which is aiming to manage total portfolio risk.
Designed to Perform in All Market Conditions |
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The team seeks to provide a measure of downside protection in volatile markets and upside participation in growth markets. |
Unique Approach |
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Rigorous quantitative risk analysis is combined with the team’s own macroeconomic views to create a unique and dynamic approach to balanced investing. |
Attractive Risk-Return Target |
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The team invests across a wide investment universe, providing diversified, risk-controlled exposure to a broad range of global asset classes. |
| 1 | Risk Profile |
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All GBaR mandates are customisable to help meet client objectives regarding specified benchmark, targeted risk, investment restrictions, and other requirements. Once the portfolio’s benchmark has been determined, the team dynamically manages a broad asset mix to help meet the portfolio tracking error risk target. |
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| 2 | Tactical Positioning |
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Employing its top-down research process combining fundamental and quantitative analysis, the team develops tactical insights, which in turn are used to determine preferences within each asset class. |
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| 3 | Quantitative Implementation |
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The team’s quantitative implementation takes advantage of the tactical insights in a risk-controlled framework. The team translates tactical positions into expected returns and determines the active positions using quantitative techniques. Its objective is to maximise the total expected return of the active positions subject to the targeted tracking error. |
Team members may be subject to change at any time without notice.
Effective 1 November 2023, Andrew Harmstone became an advisor to the Strategy.
Effective 1 November 2023, Rui De Figueiredo, Ryan Meredith, Jim Caron and Damon Wu are the Strategy’s Lead Portfolio Managers, forming the Investment Committee.