Years of low interest rates have reshaped portfolios. New asset classes were added, complexity increased, and so did risk. The reversal in interest rates showed just how quickly elevated risk can erode performance.
A resilient strategic asset allocation (SAA) needs risk-management mechanisms that can withstand periods of market stress. We analyze portfolios to identify their key risk drivers and precisely calibrate the overlay to your SAA.
We‘ve been working closely with universities in this field since 1999, continuously refining our quantitative methods. A dedicated team of more than 20 researchers, portfolio managers, and programmers manages these strategies. The aim is to keep losses within a defined range while preserving upside potential.
Hedge foreign-currency exposure while capturing return opportunities across currency markets: our systematic currency management approach manages exchange-rate risk precisely on your behalf.
You can't avoid risk – but you can manage it. With risk overlay strategies, we limit downside exposure without giving up return potential too soon.
Precisely calibrated overlays for existing portfolios, tailored to your risk budget and return target.
Do you want to stay within your risk budget or protect your asset allocation against market fluctuations? Our specialists will guide you through the development and implementation of your capital protection strategy.
