Global Risk Allocation Strategy

Systematizing Decades of Investment Wisdom

GRAS systematically encapsulates the investment insight of Jonathan Wilmot, who spent over thirty years with Credit Suisse, primarily as Chief Global Strategist.

The program seeks, through active asset allocation, to provide targeted participation in equity market uptrends while potentially profiting during episodic market declines. We manage GRAS as a long-only and unlevered investment strategy, which offers a potentially meaningful reduction in the “left-tail” risk and path-dependency common to most equity market investments.

Source: Credit Suisse, Bloomberg. Data from October 10, 2014 to June 30, 2022.

*The hypothetical live performance of the simulated portfolio shown is for illustrative purposes only, it does not purport to represent an actual investment or that the actual performance of any investment would be similar to the hypothetical returns presented. These returns were not achieved by any actual investor and actual returns may vary significantly.

Historical performance indications and financial market scenarios are not reliable indicators of future performance.

The gains from GRAS versus common equity benchmarks are significant across a wide range of measures, including drawdown and negative skew.


CSAM QIS Leadership

Yung-Shin Kung

Managing Director, is Head and Chief Investment Officer of CSAM QIS