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.

Key characteristics

  • 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

Objective

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.


Portfolio management

 Mikkel Røgild

Mikkel Røgild

Director, Head of Investment Management, CIO
Unit:Investment Management
 Lone Olesen

Lone Olesen

Vice President, Portfolio Manager Cross Asset
Unit:Investment Management
 Jørgen M. Rasmussen

Jørgen M. Rasmussen

Vice President, Portfolio Manager Cross Asset
Unit:Investment Management
 Morten Odgaard

Morten Odgaard

Vice President, Portfolio Manager Cross Asset
Unit:Investment Management
 Anders Leonharder Weihrauch

Anders Leonharder Weihrauch

Senior, Portfolio Manager Cross Asset
Unit:Investment Management