The multi asset absolute return strategy invests in a broadly diversified portfolio across various asset classes. The investment strategy is based on the following three building blocks:
- Selecting attractive risk premiums
- Generating alpha within the asset classes
- Maintaining stability under stress thanks to our focus on the correlation of the different assets
The strategy aims to achieve a positive return over three calendar years. It targets a long-term return of four per cent p.a. above money market with volatility ranging from four to six per cent. Our pension fund’s assets are fully invested in this fund – clear proof of our confidence in this strategy.
The strategy aims to achieve a positive return over two calendar years – regardless of market conditions. In addition to this absolute return objective, it offers stability in falling markets and minimises losses during market stress. This multi asset strategy targets a long-term return of two per cent p.a. above money market with volatility ranging from two to three per cent.