Quantitative & total return mandates

The Financial Engineering team has proven expertise in dynamically managed balanced solutions with downside protection.
Portfolio construction is at three levels:

Construction of risk/return-optimised market portfolios
In each market in the investment universe, we aim to extract a risk premium which is typical for this market.
The market portfolios of riskier asset classes have their own transparent risk management in the form of derivative overlays or risk-based methods of portfolio construction, which are aimed at improving the risk/return characteristics and delivering stable returns.

Construction of an optimised total portfolio
The risk/return-optimised market portfolios from the first level are used to construct a diversified total portfolio, which is aimed at generating maximum returns within the investment restrictions and the available risk budget in the particular market environment.

Continuous risk monitoring of the total portfolio
The total portfolio risk is continuously monitored and adjusted to the available risk budget, which is individually agreed with the client.