Cross-Asset Solutions > Multi-Asset Low Beta 

Alternative To Beta

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Strategy focus

LFIS’ “Quant Global Allocation” strategy is a differentiated multi-asset approach, which targets a conventional 70/30 exposure using a broad range of instruments. With a focus on US and European equity and bond markets, we seek to extract income from a broader range of market scenarios using index-based instruments for enhanced liquidity and reduced idiosyncratic risk.

Quant Global Allocation invests primarily in European investment grade credit and equity markets. Where the strategy differs from traditional multi-asset funds is in the way it achieves this exposure. Specifically, the strategy’s core allocation dynamically balances between Equity Income (through carry) and Credit (with no duration risk). The fund also deploys a satellite portfolio of mostly defensive, diversifying strategies from our liquid alternative expertise and with a classical exposure to duration.

Quant Global Allocation is part of LFIS’ range of ESG solutions and considers sustainability in its investment process. The strategy is based on an eligible investment universe where companies related to controversial weapons, thermal coal or tobacco are excluded. Positive ESG scoring is considered when constructing its equity portfolio or which have low scores according to international norms and principles and LFIS’ in-house ESG rating methodology.

Edouard LB

“Quant Global Allocation is a strategy we have been running since 2013. Our approach brings together the best of LFIS’ expertise in derivatives, credit and quant investing to extract income from traditional asset classes.”