The benefits of investing across several asset classes are both intuitive and proven. Thus, systematic approaches such as our Multi Asset solutions offer very powerful tools in this field.
They can have a natural advantage on a wide-ranging investment universe by embedding mechanisms of control, calibrating and reducing risks, and as a result, efficiently targeting and delivering a given risk-to-return profile through different market conditions.
In addition, focusing on particular themes across assets usually improve the risk-return profiles : this is what we aim to provide by, for example, identifying trends across assets, building complementary risk premia portfolio, regrouping income-orientated strategies from various underlyings, or exploiting many volatility opportunities in a single investment.
Multi Asset Diversified
The Multi Asset Diversified fund aims to increase the value of its assets over the medium term, by being exposed to a diversified long/short basket, the components of which are chosen using a systematic selection method based on different asset classes (equities, fixed income, commodities and real estate). The exposure to the dynamic basket will however be adapted in order to keep the fund annual volatility at a target level of 10%.
It has a systematic approach based on two investment principles: trend following and risk diversification.
This strategy is also available in Defensive.
Multi Asset Diversified Defensive
For investors willing to invest in a multi-asset diversified strategy, but requiring a more defensive approach, we created the Multi Asset Diversified Defensive fund.
It uses the same framework as the Multi Asset Diversified funds and aimes to increase the value of its assets over the medium term, by being exposed to a diversified portfolio, the components of which are chosen using a systematic selection method based on different asset classes (equities, fixed income, commodities and real estate). The exposure to the portfolio will however be adapted in order to keep the fund annual volatility at a target level of 5%.
Multi Asset Artificial Intelligence
Building on the 10-year track record behind the Multi Asset Diversified strategy, the latest member of the suite uses an Artificial Intelligence algorithm (neural networks) for allocating dynamically between a number of strategies with trend following and mean-reversion characteristics, across asset classes.
Its objective is to increase the value of its assets over the medium term, by being exposed to a diversified long/short portfolio across different asset classes (equities, fixed income and commodities), allocation of which is determined using a systematic method based on artificial intelligence. The exposure to the portfolio is adapted in order to keep the fund annual volatility at a target level of 8%.
Learn more here.
LFIS Selection
The LFIS Selection fund aims to increase the value of its assets over the medium term, through the use of quantitative investment strategies across different asset classes. The Sub-fund is taking into account recommendations from an Investment Adviser, with the objective to identify sources of return coming from market opportunities or inefficiencies and combine them within a balanced portfolio.
Cross Asset High Focus
The Cross Asset High Focus fund aims to increase the value of its assets over the medium term, through the use of quantitative investment strategies across different asset classes. The systematic allocation between quantitative strategies aims for a portfolio with a defensive profile over the long term compared to traditional assets with similar volatility (such as broad equity indices).
The fund consists of a liquid, high-focus portfolio, characterized by a defensive nature exhibiting positive carry on average, which aims to deliver high absolute returns, and provide the required diversification benefit to carry on through different/varying economic cycles and market regimes.
Key Points
- The portfolio consists of 6 systematic strategies, diversified across core asset classes (equities, FX, commodities, rates) and factors (relative value, carry, momentum), that are rebalanced monthly
- Low correlation between the High Focus components is expected to favour a defensive behaviour and a lower probability of extreme losses
The increase of correlations between portfolio components may not be excluded, which may undermine the diversification benefits
