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Multi-Style Premia

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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

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

Potential Asset Classes

Balanced Factor Exposures

Enhanced multi-factor security screens seek to generate attractive returns and better manage risk.

 

Investment Process

Integrates Alternative Data and Fundamental Insights

Intensive research focus sharpens investment signals and enhances a purely quantitative approach.

Management

Ray Carroll, PhD, CFA
Chief Investment Officer—Breton Hill
22 Years of industry experience
2 Years with Neuberger Berman
Frank Maeba, CFA
Senior Portfolio Manager
25 Years of industry experience
2 Years with Neuberger Berman
Simon Griffiths, CFA
Head of Quantitative Research & Development
25 Years of industry experience
2 Years with Neuberger Berman
Gideon Schapiro, CFA
Portfolio Manager
2 Years with Neuberger Berman
Ram Ramaswamy
Head of Investment Solutions
18 Years of industry experience
2 Years with Neuberger Berman