Equity

Alternative Risk Premia Strategy

The Alternative Risk Premia strategy aims to provide a significant source of total return with low correlation to equities and bonds in a liquid, transparent, and low-cost portfolio.

Competitive advantages

Advanced portfolio construction

The team uses proprietary risk-based portfolio construction techniques that are transparent, diversified, efficient, and robust.

Tactical asset allocation (TAA)

The team is one of the longest-tenured global TAA managers, with a proven track record of adding value for clients since 1980.

Downside risk management

Innovative risk management strategies since 2015 have helped preserve capital while considering cost, consistency, and reactivity.

Investment approach

Laser focused on investor outcomes

A comprehensive range of strategies enables portfolio growth, preservation, and income generation.

The team manages a wide range of multi-asset investment strategies, including absolute return, benchmark-relative, income, overlays, and liquid alternatives.

Expertise in implementing bespoke solutions.

The team works closely with the Solutions team to deliver exceptional, customized solutions that attempt to achieve their clients’ desired outcomes.

A transparent, robust, and efficient process guides portfolio construction.

The team uses an innovative risk-based portfolio construction approach to balance risk across growth, inflation, and interest rates to the greatest extent possible.

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Composite performance

Average annual returns

Average annual returns

(as of 3/31/2025)
2/1/2019
1M
3M
YTD
1Y
3Y
5Y
Inception
Composite (Gross)
-0.18
3.04
3.04
8.34
7.70
4.90
1.45
Composite (Net)
-0.23
2.90
2.90
7.75
7.11
4.32
0.89
Benchmark
0.33
1.02
1.02
4.97
4.23
2.56
2.50

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Calendar year

Calendar year

2024
2023
2022
2021
2020
2019
Composite (Gross)
11.84
0.30
8.97
6.26
-15.37
-3.55
Composite (Net)
11.22
-0.25
8.37
5.68
-15.84
-4.03
Benchmark
5.25
5.01
1.46
0.05
0.67
2.08

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Our team
Meet the investment team

The team’s culture is a differentiating strength and includes a rich variety of backgrounds, thinking, and complementary skill sets.

View Team
Petros

Petros Bocray

Portfolio Manager
Chenfei

Chenfei Ma

Portfolio Manager

Key risks

Market risk: Security markets are volatile and may decline significantly in response to adverse issuer, regulatory, political, or economic developments with different sectors of the market and different security types reacting differently to such developments.

Alternative investment risk: Alternative investment strategies, which may include, but are not limited to, investing in nontraditional investments such as commodities, or following risk premia, managed futures, merger arbitrage, global multi-asset, long-short, market-neutral, systematic, or other tactical investment strategies, may involve complex security types or transactions and extensive short positions and/or focus on narrow segments of the market, which may increase and/or magnify the overall risks and volatility associated with the strategies.

Foreign securities risk: If a strategy invests in the securities of non-U.S. issuers, these investments may be subject to lower liquidity, greater price volatility, and risks related to adverse political, regulatory, market, or economic developments and may be affected by changes in foreign currency exchange rates.

Investors should know that this strategy deployed may be subject to additional investment risks. For important information about the investment manager, please refer to Form ADV Part 2.

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We look forward to helping you with your investment needs

 

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