Allianz Multi Asset Risk Premia


Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Allianz GI
Portfolio Manager Claudio Marsala (Lead), Makato Kushino, Michael Stamos Ph.D.
Fund Currency USD
Fund AUM $129.9m
Fund AUM (GBP) £98m
Fund AUM as of 18 April 2019
Max Gearing / Exposure 12000
Fund Inception 05 June 2018

Fund Objective

The Fund targets an attractive risk-adjusted return over a full market cycle and to increase diversification through low correlation to equities and bonds by capturing various market risk premia (such as momentum, value, carry) across major asset classes (equity, bonds, currencies, and commodities) with a volatility of 6-8%.

Reference Index

BofA ML 3M US T-Bill USD


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