For institutional investors in the Netherlands

Adaptive Multi-Asset

Utilising forward-looking estimates of tail risk from the options market, the strategy seeks to maximise compound returns by mitigating tail losses and profiting from tail gains

Overview

ABOUT THIS STRATEGY

The strategy seeks to dynamically allocate investments based on both potential downside (expected tail loss) and upside (expected tail gain) to lose less in declining markets, participate in the upside to capture tail gains, and earn attractive absolute or relative returns.

The value of an investment and the income from it can fall as well as rise as a result of market and currency fluctuations and you may not get back the amount originally invested. Past Performance is not a guide to future performance.

Targets are not guaranteed.

Glossary

INVESTMENT APPROACH

Designed to maximise compound returns
The portfolio seeks to maximise compound returns by mitigating large tail losses and by profiting from large tail gains.

Forward looking measures of risk
We deduce forward-looking estimates of tail losses and tail gains from options market prices. We allocate towards assets that are expected to have limited tail losses and a high tail gain-to-tail-loss ratio.

Absolute return
Given the multi-asset approach and absolute return orientation, the strategy aims to exhibit lower volatility than equities and bonds.

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PORTFOLIO MANAGEMENT

Ashwin Alankar, PhD

Head of Global Asset Allocation | Portfolio Manager

Industry since 2001. Joined Firm in 2014.