Old Mutual Style Premia Absolute Return

Overview

Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Old Mutual Global Investors
Portfolio Manager Leif Cussen, Paul Simpson, John Dow
Fund Currency USD
Fund AUM $107.4m
Fund AUM (GBP) £79m
Fund AUM as of 21 May 2018
Fund Inception 01 December 2016
Fund Indices AH Multi Strategy UCITS Index

Fund Objective

The Old Mutual Style Premia Absolute Return Fund (STAR) seeks to offer clients a multi-asset, multi-premia and volatilitytargeted strategy with low correlation to traditional market exposures. The fund is systematic and long/short in nature, focusing exposure on the desired style premia. It is run against a target volatility of 8%, with an expected Sharpe ratio of 0.8. It aims to achieve absolute return, through a riskbalanced portfolio.

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