Allianz Multi Asset Risk Premia


Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Allianz GI
Portfolio Manager Claudio Marsala, Makato Kushino, Michael Stamos Ph.D., Rahul Malhotra, Ph.D., Jingjng Chai, Ph.D. CFA
Fund Currency USD
Fund AUM $132.6m
Fund AUM (GBP) £100m
Fund AUM as of 30 September 2019
Fund Inception 05 June 2018
Fund Indices AH Multi Strategy UCITS Index

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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