Multi-Asset Absolute Return Strategy

Inception date Benchmark Total strategy assets Product literature
January 31, 2009 ICE BofAML U.S. Treasury Bill Index $2.7B (As of August 2018) Strategy profile (PDF)
  • Highlights
  • Performance

Objective**

The strategy seeks positive returns with a similar level of volatility.

Product highlights

We believe that the combination of efficient beta and flexible uncorrelated alpha provides diversification by philosophy

  • Dynamically allocates between four directional (equities, credit, rates, inflation) and several non-directional strategies
  • Shifts both the composition of risk and total level of risk to maximize risk-adjusted return potential
  • Can potentially be used as a structural core strategy to help dampen overall volatility, or as a complement to more traditional strategies

Investment team

Assets may include accounts that are not reflected in the composite.

**No assurance can be given that the investment objective will be achieved or that an investor will receive a return of all or part of his or her initial investment. Actual results could be materially different from the stated goals. Investors should carefully consider the risks involved before deciding to invest. See the composite disclosures for a summary of risk considerations. As with any investment, there is a potential for profit as well as the possibility of loss.