Multi Strategy

This market-neutral, alternative strategy invests across a diversified set of bottom-up strategies combined with a top-down "protection" strategy.

Overview

ABOUT THIS STRATEGY

This global strategy seeks to provide positive absolute returns with low to moderate volatility and low correlation to both traditional and alternative asset classes. We invest in a set of strategies at a bottom-up level, including convertible arbitrage, event driven, price pressure, risk transfer and hedged equity, combined with a protection strategy.


INVESTMENT APPROACH

Low Correlation
The low expected correlations between these strategies aims to enhance the risk-adjusted return of the overall portfolio.

Top Down and Bottom Up
A separate top-down "protection" strategy aims to mitigate the tail risk associated with the bottom-up strategy set.

Tenured Management
We seek to benefit from these distinct sources of alpha by leveraging an experienced investment team with a diversified skill set.

Insight

March 2020

A Closer Look at Explicit Portfolio Protection

Steve Cain, Diversified Alternatives Portfolio Manager, discusses how incorporating a portfolio protection strategy within Multi Strategy portfolios may offer “crisis alpha” during extreme market conditions.

Insight

Members of Janus Henderson’s Alternatives Team highlight key considerations for investors.

PORTFOLIO MANAGEMENT

David Elms

Head of Diversified Alternatives | Portfolio Manager

Industry since 1991. Joined Firm in 2002.

Steve Cain

Portfolio Manager

Industry since 1987. Joined Firm in 2010.

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