The Fulcrum Risk Premia Fund seeks to deliver returns systematically from a diversified range of global liquid risk premia and trading strategies, which have historically shown a low correlation to traditional asset classes in a liquid, transparent format.
We invest in commodities, currencies (developed and emerging market), fixed income (government bonds and interest rate swaps), credit index, equity index and equity volatility index markets. We do not invest in single name equities or individual credits.
- Diversification: highly diversified portfolio of return streams from strategies, asset classes, and geographies
- Macro Premia: focused on macro premia and not single-stock, equity-based premia
- Discipline: robust, repeatable and transparent systematic investment process
- Experience: successfully managing liquid risk premia strategies for nearly 15 years
- Continual Research Improvements: as the markets change over time so must we; we are driven to innovate
- Transparency: we pride ourselves on our transparency with investors
Idea Generation (the Why)
Proof of Concept (the How)
Review by Investment Committee
Implementation into the Fund
The Fulcrum Systematic Team is lucky enough to have close collaborative links with some of the most prestigious Financial Research Universities and Forums around the world. We participate in and benefit from many of their working groups and conferences. We find this very helpful in the evolution of our products.
Phil Strother joined Fulcrum in 2015. He heads up the Portfolio Engineering team and is co-portfolio manager on the Fulcrum Multi-Asset Trend Fund and the Fulcrum Risk Premia Fund. With over 20 years’ investment experience, Phil has previously worked at AHL, COMAC Capital, JPMorgan and BNP Paribas. Phil holds a Ph.D. in Physics from Imperial College London and an M.Sc. in Finance from the London Business School.
If you have any questions, do contact us and we would be happy to have a chat.
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