Global Multi Asset Absolute Return
The Macquarie Absolute Return Asset Allocation strategy targets long term, stable, positive returns through an opportunity-driven global multi-asset allocation approach. This is done through two different sources of alpha, namely "return" (selection of most attractive asset classes) and "risk" (active management of the overall portfolio risk). These two alpha sources are combined in the proprietary quantitative portfolio construction process.
The portfolio is well diversified and is implemented with low cost and passive products. The portfolio risk is kept stable (“constant”). Therefore the risky assets are reduced automatically in volatile phases.
Learn more about our investment capabilities and asset allocation strategies at www.macquarie.at/mim.
Global multi-asset absolute return
The strategy targets long term, stable, positive returns through an opportunity-driven global multi-asset allocation approach. This is done through two different sources of alpha, “return” and “risk”. These two alpha sources are combined in a coherent quantitative portfolio construction process:
- Active asset allocation decisions are combined with quantitative models to provide the best return profile depending on market conditions. These decisions aim to steer the strategy’s exposure to the most promising asset classes, countries, sectors, currencies etc.
- Rigorous risk management principles: The strategy intends to hold the portfolio volatility stable over the medium term. This is achieved by actively integrating the management of risk in the portfolio construction process and thereby considering the attractiveness of asset allocation views in relation to their risk characteristic within the current market environment.
This strategy is available via segregated account or a UCITS compliant pooled fund.
Pooled fund materials
Data Privacy Notices
Macquarie Global Multi Asset Absolute Return Fund
Key Investor Information Document (KIID)
Please note that these documents must be read in conjunction with the prospectus. The prospectus is available in English or German.
Total expense ratio information
- The Sub-Fund is well diversified among various asset classes with a focus on liquidity.
- The Sub-Fund has exposure to equities, which typically carry higher risks than bonds or money market instruments.
The value of an investment in the Sub-Fund can go up and down. When you sell your shares, they may be worth less than you paid for them. If your currency as an investor is different from the reference currency of the Sub-Fund, changes in currency exchange rates could reduce any investment gains or increase any investment losses.
The Sub-Fund is subject to the following risks:
- The market for investments in emerging market countries may be less developed and it may be difficult for the Sub-Fund to sell its investments in such markets. Investing in emerging markets can be riskier than investing in established markets due to increased volatility and lower trading volume.
- Political, military and natural events may influence the production and trading of commodities and, consequently, have an influence on the commodities related securities and exchange traded commodities in which the Sub-Fund invests. Moreover, terrorism and other criminal activities may have an influence on the availability of commodities and therefore could negatively impact financial instruments in which the Sub-Fund invests which grant exposure to commodities.
- Certain derivatives could increase the Sub-Fund’s volatility or expose the Sub-Fund to losses greater than the cost of the derivatives.
- The value of the Sub-Fund’s investments may be sensitive to changes in market perceptions of credit quality, both of individual issuers and of the credit markets in general.
For full details of the Sub-Fund’s risks, please refer to the prospectus available as mentioned in section “Practical Information.
These documents are available via the following link: http://www.macquarie.com/mgl/com/mim-emea/en/sicav