We combine the rigour of a quantitative vision with the thoroughness of a conviction-based approach. This dual approach allows us to understand that an opportunity in a given context can be perceived very differently when circumstances change. And to consider that all market phases - even the most difficult - present opportunities to be seized.
We have the experience and track record to know how our strategies behave, enabling us to identify the best opportunities. This knowledge allows us to aim for consistent performance over time, within a framework of rigorous risk management, whatever the market environment.
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”We are both quantitative and fundamental, looking at each position in detail to detect opportunity and reduce risk.
Our investment process is based on transactions constructed via short and long positions hedged against the main risks identified by the team. As such, each transaction is designed to be insensitive to market movements. Returns are generated thanks to the management team's know-how, which takes advantage of observed inefficiencies.
Our Absolute Performance strategies combine different performance drivers to obtain optimal portfolio stability: index or stock arbitrage, trend following, counter-trend management, diversification of operations, geographical zones, investment horizons and asset classes, etc.
We launched our first Absolute Return strategy in 2003. Since then, we have carefully developed a wide range of proven strategies that allow our clients to adapt their portfolios to a wide range of market environments, depending on their risk profile.
AuM
year track record
Complementary strategies
performance engines: equities, bonds, multi-assets
The low correlation of Absolute Return strategies to most traditional asset classes, especially during market downturns, reduces portfolio fluctuations and overall risk. Integrating these strategies into a portfolio helps to diversify the portfolio and thus improve its risk/return profile.
We invest either through exposure to one asset class such as equities or bonds, or through several asset classes. We ensure that our portfolios are diversified across geographies, sectors and capitalisation sizes. The combination of fundamental and quantitative analysis, expertise and independence of our team allows us to optimise the management of the allocated risk budget and to achieve a high degree of decorrelation in our portfolios.
We have developed a wide range of Absolute Return strategies: long/short strategies, both through equity or bond investments (credit or high yield), M&A arbitrage strategies, market-neutral strategies, funds of hedge funds, diversified multi-asset strategies, systematic or trend-following strategies (CTA), etc. Each of these strategies aims to generate regular performance through the different market cycles and to limit the impact during periods of severe turbulence.
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