Style Premia - Harnessing drivers of uncorrelated returns commonly captured by hedge funds, for a fraction of the fees

Old Mutual Global Investors has 15 years' experience in managing quantitative hedge funds, which have successfully achieved efficient exposure to some of the main drivers of return across asset classes, including value, quality, momentum and carry. The ability to access these formerly proprietary risk premia is now achievable in a significantly lower cost way, to the ultimate benefit of investors.

Craig Stevenson, Head of Consultant Relations, and Chairman of Old Mutual Global Investors' Style Premia Investment Committee, will introduce the discussion as to how these premia may complement existing portfolios. With input from Leif Cussen, Portfolio Manager of the Style Premia fund, Craig will discuss some of the issues of which one should be aware when constructing exposure to a portfolio of multi-asset market neutral style premia, including the importance of risks such as the persistency of returns from style premia in different market environments, factor timing, the risks of crowding and the importance of achieving cost effective execution.

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