GAM’s systematic alternative risk premia strategy has won an AUD275 million investment from an Australian superannuation pension fund.
GAM’s alternative risk premia strategy typically targets around 15 risk premia strategies across the style categories of value, momentum and carry. The team uses a disciplined research process to design, systematically implement and cost-effectively trade the various risk premia. In doing so, the team seeks to provide diversified sources of returns for investors.
Lars Jaeger, head of alternative risk premia within GAM Systematic, says: “Investors have shown continued appetite for our alternative risk premia offering. Our investment strategy has the potential to generate performance patterns which have until recently largely remained uncaptured, or accessible only to the most sophisticated hedge fund managers.”
“The alternative risk premia team at GAM Systematic has extensive experience in risk premia design and investing. Our highly disciplined research approach focuses on designing well-structured risk premia that aims to generate returns with low long-term correlation to traditional markets. The strategy invests for returns without simply adding more long equity or bond risk to investors’ portfolios, a profile which clients continue to seek in the current environment.”
