Multi-Asset: exploit opportunities, reduce risks

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 Multi-Asset 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.

Global Risk Premia

Absolute return based on 15 risk premiums

Key points of the strategy
  • Asset classes: our Global Risk Premia strategy invests in various asset classes (equities, bonds, currencies and options).
  • Absolute return: the strategy pursues an absolute-return approach with the aim of delivering absolute value. 
  • Target volatility: we scale the individual sub-strategies to a target volatility. You can specify the target volatility in mandates. 
Jorre Willemse

Contact

Jorre Willemse
Head of Client Relations International
T +49 (0) 69 743 84 0

 

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