Quantitative InvestmentsData-driven investing for superior long-term returns.

      Quantitative Investments

      Disciplined, systematic portfolio construction and rigorous risk analysis underpin our pursuit of superior long-term returns. Our unique skillset and proprietary investment models enable us to analyse large volumes of data. Within our active equity offerings, this provides insight into the factors driving market returns, helps mitigate behavioural biases, and generates returns generally uncorrelated to other active strategies. Our systematic approach is also successfully applied to our indexation strategies to reduce tracking error and benchmark return differentials.


      Indexation

      Strategies that deliver benchmark-like returns at a significantly lower cost than traditional active portfolios.

      Indexation      Smart Beta

      Indexation strategies that seek to add value over market capitalisation indices.

      Smart Beta      Active Equity

      Actively managed quantitative strategies that exploit market inefficiencies to generate alpha.

      Active Equity      Absolute Return

      Strategies targeting defined risk and returns outcomes, regardless of market conditions.

      Absolute Return      Shari'ah

      Strategies that adhere to Islamic investment principles.

      Shariah

      Integrating ESG Factors

      Generating the best possible returns for our clients is behind every decision we take. As such, we incorporate environmental, social and governance factors into our investment process in the same way as we do other potential risk factors. While we primarily evaluate the impact of ESG factors on a share’s price progress at a macroeconomic (theme) level, we also incorporate it at a company (valuation) level, where possible.

      We screen our investment universe using our proprietary ESG quantitative tool. This tool evaluates a company’s exposure to accounting and governance-related risks and internal and external environmental and social risks (taking into account its ability to manage these risks). It also examines the company’s history of controversial events.

      We use these outcomes to focus our qualitative/fundamental ESG research and give dimension to identified risks in terms of the material and financial impacts over different time periods. While we do not apply negative screening (excluding sectors or industries) to the relatively small SA listed universe, our ESG views are converted into meaningful scores. These scores, along with all the other investment view ratings, influence a share’s weighting in the portfolio.