Fulcrum Risk Premia Strategy (FRP CAYMAN)

Seeks to deliver attractive risk-adjusted returns by capturing robust and repeatable systematic macro risk premia across a diverse portfolio of strategies, asset classes and geographies.

investment objectives

8- 0 %
cash + per annum over rolling 5-year periods
0 %
targeted annual volatility

investing

Introduction

The Fulcrum Risk Premia Strategy 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.

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Fund Centre

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Key Literature

Factsheet

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Fund Brochure

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Contact

If you have any questions, do contact us and we would be happy to have a chat.

investing

Investment Universe

Equities

  • Australia
  • Japan
  • Brazil
  • Canada
  • China
  • EU
  • Hong Kong
  • Korea
  • Singapore
  • United Kingdom
  • USA

Fixed Income

  • Australia
  • Hungary
  • Canada
  • Mexico
  • EU
  • Hong Kong
  • Korea
  • Singapore
  • United Kingdom
  • USA

Currencies

  • Australia
  • Japan
  • Brazil
  • Canada
  • Russia
  • EU
  • Switzerland
  • Korea
  • Singapore
  • United Kingdom
  • USA

Commodities

  • Energy
  • Emissions
  • Soft Commodities
  • Precious Metals
  • LME Metals
  • European Energy
  • Grains
  • Meats

Volatility

  • EU
  • USA

investing

Key Differentiators

  • 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

Investment Philosophy

We have a collegiate approach to the academic and practical research around Risk Premia and implement the findings in a liquid format with a strictly systematic approach and a high level of transparency. Taking advantage of our distinguished position of being an asset manager with a sophisticated, experienced and well-regarded macroeconomic research capability, we combine this with our systematic research and use the strength of this collaboration to produce market-leading solutions for clients that help them diversify portfolios.

Collaborating

Leveraging Fulcrum's Capabilities

The Team draws on the investment capabilities of Fulcrum’s deep resource of investment professionals, from both the discretionary as well as the systematic side of the business. 

Temple

Macro &
Multi-Asset

Three Gears

Risk Premia

Shield

Alternative
Solutions

Connection to web

Thematic
Equities

Worldwide

Responsible
Investing

The Team

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.

Panos Defas
Panos Dafas
Head of Systematic Research
Panos Defas
Panos Dafas
Head of Systematic Research
Philip Strother
Philip Strother
Head of Portfolio Engineering
Philip Strother
Philip Strother
Head of Portfolio Engineering

Contact Us

If you have any questions, do contact us and we would be happy to have a chat.