Cross assets - both traditional and dynamic risk profile
Multi-asset portfolio solutions adjusted to specific individual sub-requirements are a cornerstone in our asset management. We offer solutions with a dynamic portfolio risk in a Value at Risk set-up.
- Well-defined and individually adjusted maximum portfolio risk describes the risk budget
- Active and dynamic management of the portfolio's risk target within the risk budget stated as VaR
- Tactical allocation between the broad universe of asset classes is the main return driver
- Tight management of portfolio risk
- Use of a broad investment and product universe
The objective is to continuously and actively adjust the portfolio risk to the market dynamics and opportunities to create an absolute and attractive risk-adjusted return.
We emphasise that the combination of a strong team and our in-house developed Tactical Asset Allocation model set-up is the dominant factor behind the creation of the return.
Jørgen M. Rasmussen