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QMA Global Multi-Asset
Global Multi-Asset Solutions

Global MacroGlobalMacro

A systematic, factor-based investment strategy designed to deliver consistent absolute returns over a market cycle by opportunistically positioning both within and across asset classes to harvest persistent return opportunities generated by risk premia and mispricings.

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Table of Contents
Investment Objective
Investment Approach
Key Features

Investment Objective

Seeks a return of T-Bills plus 4% to 6% while targeting 6% to 10% volatility over a full market cycle‡ 

Investment Approach

Systematic, factor-based strategy harnesses fundamental drivers of performance across global equity, fixed income, commodity and currency markets through both long and short investments.

Key Features

  • Diversified portfolio combines a large number of uncorrelated opportunities using a rigorous risk management approach
  • Invests long and short across global equity, fixed income, commodity and currency markets
  • Uses highly liquid instruments to achieve targeted exposures.
  • Aims to add returns with a low correlation to traditional asset classes and other hedge fund strategies
  • Tends to provide diversified performance during major asset class drawdowns
  • Provides diversification and inflation hedge potential to a multi-asset class portfolio
  • Highly experienced team provides portfolio oversight and makes continual model enhancements

Meet the Portfolio Managers

  • Marco Aiolfi
    Marco Aiolfi

    Director of Systematic Multi-Asset Strategies

  • Lorne Johnson
    Lorne Johnson

    Director of Institutional Solutions

  • Yesim Tokat-Acikel
    Yesim Tokat-Acikel

    Director of Multi-Asset Research

There can be no guarantee that this objective will be achieved.

‡ A full market cycle is 3-5 years.

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