Expand your diversification
Distinctive alpha with multi-strategy resilience
The edge
Across mainstream markets. Selective in specialist opportunities.
Brummer invests across mainstream markets while selectively extending into specialist, less widely followed opportunities. The aim is to generate distinct, uncorrelated alpha that strengthens diversification across the portfolio as a whole.
How we invest
The model
Bounded autonomy
Specialist freedom and central portfolio discipline can appear to pull in different directions. Brummer brings them together through a third way: bounded autonomy. Specialist portfolio managers act with conviction within bespoke mandates and risk frameworks. Central portfolio management seeks to enhance and preserve their alpha, so the whole becomes greater than the sum of its parts. The aim is not to flatten specialist conviction, but to preserve what makes each team valuable and strengthen its contribution to the multi-strategy portfolio.
Risk management
Close enough to know. Precise enough to act.
Our size is an advantage. Brummer remains deliberately concentrated in talent, yet highly diversified in its sources of alpha. Every team is selected for a distinct edge, built on a proven process, and operates within a bespoke mandate and risk framework.
Working alongside them is the central portfolio management team (CPM), which develops a deep understanding of how each strategy behaves, how it contributes to the wider portfolio and where risk and capital can be deployed most effectively.
With real-time visibility across thousands of positions and hundreds of markets, the CPM allocates with speed and precision. Drawing on quantitative risk analysis, proprietary systems and fundamental judgement, the CPM governs the portfolio as an integrated whole through a single balance sheet.
How we manage risk
Proof tested
Our track record isn't just long. It's been tested.
Brummer has spent three decades navigating and performing through changing market conditions. The same investment philosophy has guided the firm throughout, while the investment architecture supporting it has continued to strengthen.
Key values*
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- Sharpe-ratio: 1.1 since inception
- Max drawdown: 5,5%
- Negative years: 2 ouf of 24
- Correlation to MSCI World: 0.1
The complement
Expand your diversification
Sophisticated investors’ portfolios already contain many forms of diversification across traditional assets, alternatives and also multi-strategy allocations. The harder question is whether those diversifiers are doing sufficiently distinct work.
Brummer broadens the opportunity set. Investing across mainstream markets while extending selectively into specialist opportunities, it brings return drivers that are less widely followed, less correlated and genuinely additive to what investors already hold.
Expand your diversification. Alpha harvested with the aim of adding distinctively uncorrelated return, brought together within a multi-strategy model with a track record since 2002.
Talk to us*Data since inception. Updated as of 31 July 2026. Data is updated every half-year. Correlation measured against MSCI World (Loc) ©. 2026 MSCI Inc. MSCI World (Loc) includes dividends. Past performance is not indicative of future results.
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