Investment Objective
The THEAM Quant - Multi Asset Diversified Fund aims to offer absolute performance decorrelated from traditional asset classes, while respecting a volatility limit of 10%. The investment universe is composed of four asset classes (equities, fixed income, commodities and real estate), selected with the objective to maximize portfolio diversification. The allocation within the strategy is determined by using an optimization model, that aims to maximize the portfolio’s expected return while controlling its volatility.
Latest Meeting Note
Meeting Note 01 Aug 2018
With many multi-asset funds relying on fundamental research and discretionary decision-making processes to make asset allocation decisions, the THEAM Quant – Multi Asset Diversified stands out from the crowd. Sitting somewhere between a ...
With many multi-asset funds relying on fundamental research and discretionary decision-making processes to make asset allocation decisions, the THEAM Quant – Multi Asset Diversified stands out from the crowd. Sitting somewhere between a multi-asset fund and a traditional trend follower, the fund offers an interesting approach that utilises momentum within a constrained asset allocation framework that overweight’s long positions. Whilst the strategy is able to take short positions, it does this in a much more constrained fashion than other more ‘pure’ trend followers.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.1 | 0.2 | 0.6 | 0.4 | 0.0 | 0.1 | 0.5 | 0.4 | 0.5 | 0.3 | 0.7 | 0.2 | 0.6 | |
| 2022 | 0.9 | 0.4 | 0.8 | 0.9 | 0.9 | 0.9 | 0.4 | 1.0 | 0.4 | 0.9 | 0.2 | 0.3 | 0.0 |
