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
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.
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.
Investment Process
Idea Generation (the Why)
Proof of Concept (the How)
Research Project
Review by Investment Committee
Implementation into the Fund
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.
Macro &
Multi-Asset
Risk Premia
Alternative
Solutions
Thematic
Equities
Climate-Aligned
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.
Contact Us
If you have any questions, do contact us and we would be happy to have a chat.
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