Brummer Multi-Strategy as a building block in your portfolio
Brummer Multi-Strategy aims to generate good risk-adjusted returns that are uncorrelated to other assets over time, thereby creating value as a building block in a portfolio.
High quality returns
Track record (since 2002) demonstrating low volatility and low correlation to major markets as well as minimal drawdowns. Brummer Multi-Strategy aims to deliver attractive annualised returns as well as preserving investor capital in periods of market volatility.
Diversification
The portfolio consists of mutliple in-house teams with low correlation to one another investing across various investment strategies. We mainly allocate risk to market neutral strategies that seek to harvest idiosyncratic returns in a variety of sectors and regions. Directional risk is typically limited to systematic trend-following strategies.
Risk management
A core component in ensuring risks are in line with expectations/guidelines/limits across the portfolio with no passive biases is our in-house risk & portfolio management tool. This enables continuous montioring of underlying teams and forms the basis of strategic and tactical allocations.
Responsible investments
All investment teams integrate ESG in investment decisions by considering how sustainability risks and opportunities may affect returns, and by considering potential principal adverse impacts investment decisions may have on sustainability factors. The purpose is to make well-informed investment decisions, and generate returns in a responsible way, while aiming to enhance long-term value and resilience.
Brummer Multi-Strategy in a portfolio
Brummer Multi-Strategy aims to generate good risk-adjusted returns that are uncorrelated to other assets over time, thereby creating value as a building block in a portfolio.
We see a significant need among clients to access truly diversifying holdings. Most traditional assets are driven by the same underlying factors (expected growth and inflation), and when investors cannot rely on rates to provide protection against equity risk, this need becomes even greater.
We strive to deliver returns regardless of whether we are in an environment of rising/falling growth/inflation. This is achieved by having the majority of risk and return driven by alpha (or idiosyncratic factors). Additionally, we allocate to strategies that attempt to time or adapt to the movements of various forms of beta without bias.
Brummer Multi-Strategy thus has a very ambitious goal; good returns with limited risk and downside, while not relying on any liquidity or beta/factor premium, which most traditional assets and most alternative investments/strategies benefit from. Our risk management technology enables multi-dimensional analysis 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.
For more information on whether Brummer Multi-Strategy aligns with your investment goals, please reach out to our Investor Relations team.
This is marketing communication. Read the fund’s information memorandum and fact sheet (KID) before making any definitive investment decisions. Investing in funds involves risk. Historical returns are no guarantee of future returns. The money invested in the fund can both increase and decrease in value, and it is not certain that you will get back the entire invested capital.