Managed VolatilityQuantitative Investments
      institutional our funds managed volatility

      Managed Volatility

      This actively managed equity portfolio targets superior risk-adjusted returns, but with a smoother return path than the benchmark. To achieve this, the portfolio managers build well-diversified portfolios containing listed shares, which together display low levels of volatility that simultaneously have a value and momentum bias. Based on historical evidence, these themes are significantly independent and have long track records of outperformance within the market.

      The solution aims to provide investors with a valuable source of alternative alpha, along with a low correlation to other equity strategies and a consistently lower volatility than that of the benchmark.

      This solution is suitable for retirement funds, corporates, asset aggregators and medical aids with a moderate risk profile in an equity context and a time horizon longer than three years.

      STRATEGY DETAILS 

      Benchmark: FTSE/JSE Capped Shareholder Weighted All Share Index (Capped SWIX) or client specific

      Objective: The portfolio aims to outperform the benchmark by 2% a year over rolling three-year periods, while maintaining portfolio volatility significantly lower than the benchmark.