We offer institutional investors individual multi-asset solutions. These range from classic balanced mandates and CPPI mandates to bespoke investments in accordance with Solvency II. We can customise the portfolio according to your requirements.
MinRisk Protect
Focus on value protection and risk control
Our MinRisk Protect strategy, which invests in equities and bonds, focuses on maintaining the risk budget. The aim of the investment concept is not to fall below the lower value limit specified by the investor.
Key points of the strategy
- Adherence to minimum portfolio levels: To hedge, the strategy shifts risky investments into less risky investments.
- Anticipatory risk model: Our forward-looking approach does not aim to chase falling prices, but to anticipate risks with our models.
- Value-at-risk: Asset levels are monitored by means of a value-at-risk process.
- Client-specific risk budgets: By specifying the daily risk budget, clients have the opportunity to influence the profile of the strategy.
Tactical asset allocation
Diversification to discretionary managers
Quoniam’s TAA strategy is the implementation of a classic balanced mandate. It offers a data-driven diversification opportunity versus discretionary managers.
Key points of the strategy
- Tactical allocation: We allocate between equities and bonds as part of our tactical asset allocation.
- Regional positioning: Within the asset classes of equities and bonds, as well as for duration management, there is a relative positioning between the regions.
- Currencies: We implement hedged and unhedged currency exposure, depending on the investment profile.
Data Sentiment
Return opportunities based on news sentiment
Our Global Data Sentiment strategy is based on modern, data-driven research technologies such as big data and news flows.
The investment concept extracts the sentiment of the capital markets from a large number of global news items. The evaluation is based on statistical methods that help us identify return opportunities.
Contact
Jorre Willemse
