Risk Premia

Providing fully transparent, customised and pooled solutions for investors seeking uncorrelated, macro systematic Risk Premia for nearly 15 years.

Introduction​

Fulcrum has been running quantitative investment strategies for clients since 2007. The key to systematic investing is that, once the rules of the system are defined, trading is governed by those rules. Whilst the rules may adapt to changing economic and investment environments, there should be no discretion as to whether to implement a trade or not.

 

It is broadly accepted that the future expected returns from cash, fixed income, credit and stocks are the lowest they have been since the 1970s, encouraging investors to seek uncorrelated alternative sources of return – this is where systematic strategies may play an important part in a portfolio.

Areas of Expertise

Providing medium-term exposure to:

 

  • Multi-asset Trend

  • Multi-asset Risk Premia
  • Customised solutions around systematic Risk Premia

Investment Solutions

Highlighted Funds​

Fulcrum Multi Asset Trend Fund

Designed as a medium-term, broadly multi-asset, pure Trend follower.
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Fulcrum Risk Premia Strategy

A macro-driven Risk Premia strategy incorporating: Volatility, Carry, Trend, Skewness and Value offered in UCITS form.
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