Institutional Strategy > Multi-Style Premia

Multi-Style Premia

A quantitative approach that seeks to generate absolute returns with low correlation to traditional asset classes.

Invests both long and short in a variety of instruments across multiple asset classes as it seeks to generate returns in both up and down markets with low sensitivity to directional market movements
Aims to provide exposure to a diversified set of factors, which have been shown to deliver positive returns over time
Experienced team has managed alternative risk premia strategies for over 20 years through multiple market cycles

Ray Carroll, PhD, CFA

Portfolio Manager

Frank Maeba, CFA

Senior Portfolio Manager

Simon Griffiths, CFA

Portfolio Manager and Head of Investment Research and Development

Gideon Schapiro, CFA

Portfolio Manager

Overview

Portfolio Fit

The strategy can complement a traditional equity or fixed income portfolio, act as a lower fee hedge fund replacement, or be a core alternatives solution.

Breton Hill Method

Multi-Style Long/Short Approach

Seeks to provide exposure to a diversified set of factors (i.e. “premia”) across asset classes, which we believe have the tendency to deliver positive returns over the long-term.

Factor
Value	Cheap assets tend to outperform expensive assets
Quality	Assets with strong fundamentals tend to be resilient in volatile markets
Income	High yielding assets tend to outperform low-yielding assets
Momentum	Winners tend to outperform losers
Low-risk	Low risk assets often outperform higher-risk assets