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