X-Asset Risk Premia controlling volatility & drawdown through an innovative risk allocation, as well focusing on absolute return

Investment Theme

Asset class

Style

Objective:

The THEAM Quant – LFIS Selection Fund seeks 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.

Key points:

• Cross-Asset Risk Premia: The Fund follows a risk premia approach investing in different sources of return coming from market opportunities or inefficiencies across several asset classes (Equity, Rates, Forex and Commodities). 
• Risk Allocation: Liquid and transparent risk premia are combined together through an innovative risk-budget process to ensure diversification. As well, aiming at improving the risk/return profile of the Fund, with a limited rebalancing frequency. 
• Dynamic Monitoring: The portfolio of risk premia is assessed periodically and progressively enriched with new or improved strategies after validation by the Selection & Review Committee. The Committee is composed of 6 members from THEAM, including Senior Portfolio Managers, Structurers, Analysts and Risk Officers. 

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