Quantitative Investments

This strategy seeks to generate attractive risk-adjusted returns through an allocation process which combines discretionary insights with systematic investment tools. 

It invests across a range of asset classes and alternative investment styles. We aim to limit correlation to stocks and bonds, and to manage volatility and drawdown risk. 

We also strive to maintain a high degree of liquidity and transparency. Cost efficiency may increase the strategy’s return potential relative to higher-cost alternative investment options.

This strategy systematically provides exposure to market trends across asset classes, geographies and time horizons.

Uncorrelated to traditional markets, Managed Futures aims to generate profits during periods when growth-risk-exposed assets decline significantly. This profile makes it potentially a good portfolio diversifier that can help reduce overall portfolio risk and improve performance, especially in stressed market scenarios. 

The strategy, which has a more than five-year track record, is used as an industry benchmark and consistently ranks as a top performer versus its peers.

Using only liquid securities, this index seeks to replicate the return of the overall hedge fund industry, as represented by the Credit Suisse Hedge Fund Index.

The index reflects the combined returns of the individual LAB strategy indices – Long/Short, Event Driven, Global Strategies, Merger Arbitrage, and Managed Futures. They are weighted according to their respective weights in the Credit Suisse Hedge Fund Index.