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GTAA

GTAA

Systematic absolute return strategy exploiting opportunities within and between asset classes

Key points:

  • Low correlation to traditional assets, designed to provide true diversification 
  • Sophisticated risk management fully embedded in the investment process 
  • Transparent UCITS vehicle offering daily liquidity

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs: 

Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance, based on empirical testing over longer periods and in different markets.

Economic rationale. We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.

Prudent investing. Our approach is transparent and easily explainable. We avoid unnecessary trading costs, resulting in low turnover and enhanced returns.

Process

The GTAA strategy focuses on tactical asset allocation by taking directional views within and between asset classes. Based on proven quantitative models, the strategy takes both long and short positions in global equity, bond, and currency markets. The reliance on creating positive returns in all market conditions means risk management is crucial. Positions are carefully balanced to avoid concentration of risk in one particular source of return at any point in time.

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Team

Robeco has built up an experienced team of investment and research professionals who are backed by an organization with over 25 years of experience in multi-asset and quantitative investing.

Get in touch with us

Contact us if you would like to know more about this strategy.

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