Allianz Multi Asset Risk Premia

Investment 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

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.9 0.1 0.7 0.5 0.3 0.0 0.1 0.6 1.0 0.6 0.7 0.9 0.1
2018 0.5 0.2 0.4 0.8 0.7 0.7 0.1 0.7 0.9 0.3 0.7 0.4 0.8

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