Multi Asset

A risk-based approach to investing across diverse risk premia

Unigestion has developed innovative strategies to traditional diversified growth funds and other multi asset solutions.

Our flagship strategy – Cross Asset Navigator – is actively managed, uses a broad spectrum of risk premia and relies on a methodology combining macro views and risk based allocation decisions

It invests across both traditional and alternative risk premia and aims a return of cash +4% p.a. over a 3 to 5 year period, with approximately half of the equity market volatility.

The strategy is based on the following investment convictions:

  • Investment decisions based on macro-economic analysis are the key drivers of a portfolio’s risk and return:
    Unigestion has therefore developed proprietary economic models and constructs “growth baskets” and “hedging baskets” of risk premia based on the dynamics of the various economic regimes
  • Risk management and portfolio construction are fundamental pillars of the philosophy:
    The risk is managed and monitored at the portfolio level relative to the risk target. The investment team dynamically allocates risk budgets for risk premia rather than capital. Since Unigestion does not believe risk can be modelled as volatility alone, it measures risk through a proprietary expected shortfall model encompassing different risk dimensions including liquidity, skewness, volatility and tail-risk.
  • Unigestion believes in diversification and active management:
    The investment team expands the sources of return beyond traditional asset classes into alternative risk premia including carry strategies and trend following strategies. The team also diversifies across investment horizons, incorporating a dynamic approach to asset allocation and opportunistic trades in addition to the strategic allocation.

For investors who require a fixed income solution, we also offer Total Return Bonds. This fund also takes a risk-based approach and looks at the different fixed income sectors from a market regime perspective. From this standpoint, we build a portfolio that uses strategic risk budgeting across sectors, combined with dynamic allocation and opportunistic trade ideas.

 

 

Our offering

A dynamic macro risk based allocation enabling investors to exploit traditional and alternative risk premia to target cash + 4% on a yearly basis over a full investment cycle.

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An active macro risk-based fixed income solution that seeks to outperform the Barclays Global Aggregate Index over a 3- to 5-year period with 2-4% volatility.

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Customised solutions

Bespoke mandates where Unigestion customises portfolios across different parameters including investment universe, risk target, risk budgeting.

INTEGRATING ESG CRITERIA

Unigestion can construct, integrate and manage a dedicated Environmental, Social and Governance (ESG) overlay across all its multi asset solutions.

 

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