Multi-Asset: exploit opportunities, reduce risks

We offer institutional investors individual multi-asset solutions. The spectrum ranges from classic balanced mandates and CPPI mandates to tailor-made 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.

The key points of the strategy
  • Compliance with the lower value limit: to hedge, the strategy shifts risky investments into less risky investments. 
  • Anticipatory risk model: we aim not to chase falling prices with our forward-looking approach, but to anticipate risks with our models. 
  • Value at risk: value is secured by means of a value-at-risk process.
  • Customer-specific risk budgets: by specifying the daily risk budget, you as the client have the opportunity to influence the profile of the strategy.
Tactical asset allocation

Diversification to discretionary managers 

The Quoniam TAA strategy is the implementation of a classic balanced mandate. It offers a data-driven diversification opportunity versus discretionary managers.

The 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 the currency exposure both hedged and unhedged, 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.

For the investment concept, we extract the sentiment on 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

The 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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