Neuberger Berman Multi Asset Risk Premia


Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Neuberger Berman
Portfolio Manager Ajay Jain, Wai Lee, Natalia Groysberg, Hakan Kaya
Fund Currency USD
Fund AUM $33m
Fund AUM (GBP) £24m
Fund AUM as of 28 February 2019
Fund Inception 22 December 2016
Fund Indices AH Multi Strategy UCITS Index

Fund Objective

The Fund offers exposure to a multi-asset, long/short portfolio of risk premia spanning four styles (Value, Momentum, Carry, and Liquidity) and four asset classes (Equity, Fixed Income, Currencies, Commodities) by tracking the Credit Suisse Neuberger Berman Multi-Asset Risk Premia Core Index. It targets total volatility of 5% and given the long/short construction of many of the risk premia, as well as the diversification among them, the index has the potential to deliver attractive absolute returns across a variety of market environments, with low to even negative correlation to traditional asset classes.


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