Portfolio management
Management of Brummer Multi-Strategy
By actively allocating risk across diversifying investment strategies, our goal is to generate absolute, uncorrelated returns irrespective of market conditions. Our investment philosophy is anchored by three pillars, each crucial to our alpha-driven approach.
Diversifying strategies
A dynamic and liquid portfolio with in-house teams across diversified investment strategies. This paves the way to maximise alpha and generate uncorrelated returns.
Portfolio construction & risk management
Our proprietary risk management technology enables multi-dimensional analyses. We go beyond traditional risk assessment to dissect and understand opportunities and risks at a granular level. We slice and dice to protect against tail risks, and to ensure a robust all-weather portfolio.
Partnership
Our partnership model has proven to attract the industry's talented and visionary portfolio managers. By providing them with autonomy, within a resource-rich organisation, we aim to nurture long-term value creation. This approach not only enhances our collective expertise, but also fosters a setting where alpha is "embedded in the walls".
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.
Investment strategiesBrummer Multi-Strategy
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.
Read more