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QLAB INVEST OFFERS
  • Innovative active investment strategies with high transparency, liquidity and low cost
  • Core competences in quantitative methods, risk management and portfolio construction
  • Non-subjective investment strategies that exploit repeating tendencies in markets driven by investor behaviour
  • Strategy index solutions available for replication in a format which suits the investor best via product partners
  • Proprietary models that may also be sourced directly into existing investment processes


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STRATEGY INDICES

A range of indices which show the performance and risk of live strategies net of replication costs.

Find our strategy indices on Bloomberg via QLAB <GO>

  MTD YTD 1Y 3Y 5Y 10Y RISK (10Y) MDD (10Y) DATE
  Asset Allocation 0.05%0.90%0.79%0.99%2.65%5.70%5.17%-6.99%6-Dec-16
  Multi Asset 0.17%1.70%1.21%2.84%4.41%5.16%5.32%-8.95%6-Dec-16
  Dynamic Allocation 0.12%-3.93%-4.03%0.46%4.87%9.12%11.89%-13.65%6-Dec-16
  Commodity L/S -0.04%0.07%0.35%5.65%5.99%10.54%12.17%-17.09%6-Dec-16

RETURNS: Annualised if > 1Y
RISK: Annualised standard deviation (volatility)
MDD: Maximum drawdown peak-to-trough, 10Y
ADVISORY SOLUTIONS

QLAB Invest models can be sourced directly and combined in various ways on different opportunity sets to support your investment process, contact us for more details if you are interested in any of the following:
  • Asset selection and de-selection working across equities (regions, sectors), commodities, bonds (duration) and FX
  • Risk budgeting model able to create positive asymmetry in returns from underlying indices, markets or strategies
  • Portfolio construction and risk management models for a non-normal “fat-tailed” world
If you wish to discuss specific portfolio needs, please contact us by clicking here  

Close disclaimer

DISCLAIMER: This document does not constitute an offer, a solicitation, an advice or a recommendation to purchase or sell any investment products associated with the material described herein. The purpose of this document is to describe the principles, research and ideas behind the QLAB Invest strategy indices. Prior to an investment in any product tracking a strategy index, you should make your own appraisal of the investment risks as well as from a legal, tax and accounting perspective, without relying exclusively on the information provided by QLAB Invest. Investment products tracking the indices must be issued or/and marketed by a regulated company. This document is strictly for informative purpose. The single source of the underlying asset data is Thomson Reuters Datastream and QLAB Invest cannot guarantee the correctness of the underlying asset data and cannot be held legally responsible in this regard. Any references made to historical performance up to the official live inception do not reflect actual live performance and can be subject to selection, curve fitting and other statistical biases. Performance in investment products linked to the indices may be reduced by the effect of commissions, fees or other charges in excess of those already factored into the index calculations. The level of the indices will fluctuate due to the volatility of the underlying exposures and past performance or volatility is not necessarily indicative of future results.