Brummer Multi-Strategy

Diversification

At any point in time, the portfolio is highly diversified. The value lies in return streams that stand on their own, independent of market beta, that help strengthen the balance between risk and return in an informed investor’s portfolio.

To meet different investor needs, the multi-strategy is available in three fund formats: BMS AIF, BMS UCITS and BMS Cayman.

Why invest in Brummer Multi-Strategy?

Competitive risk-adjusted returns over time, across different market environments (since 2002)
Diversifying effect: market neutral profile with low correlation to equities and bonds
Liquidity: highly liquid underlying positions
Limit drawdowns: focus on preserving capital and minimising drawdowns

Discover the benefits

Investment strategies

Brummer Multi-Strategy’s underlying portfolio consists of a well-diversified basket of different investment strategies. The strategies are managed by teams who operate independently of each other with the goal of generating competitive, risk-adjusted, absolute returns over time. The strategies have low correlation to each other, and to other assets like equities and bonds.

Risk management

To ensure a differentiating source of alpha, we apply multi-dimensional portfolio analysis. This involves real-time monitoring of risks, exposures, and performance, combined with a comprehensive analysis of the overall market environment. Our disciplined approach to risk also includes frequent and constructive dialogue with the investment teams regarding research, investment and risk management processes, and ESG integration to assess risk/reward opportunities.

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