global minimum volatility

combining momentum and minimum variance optimization to generate consistent low-volatility returns

objective

Generate uncorrelated, consistent, low-volatility returns.

types of investment

  • futures

key characteristics

  • focus on capital protection
  • returns not correlated with traditional markets
  • dynamic, weekly rebalancing

advantages

  • very low-risk hedging strategy
  • can be implemented via cash or in-kind (assets transfer used as collateral)
  • no opportunity cost when applying the strategy

asset class

mixed

reason to invest

consistent, uncorrelated, low-volatility returns

liquidity

daily

characteristics

global_min_volatility_ENG_mandate
global_min_volatility_ENG_return objective
global_min_volatility_ENG_risk
global_min_volatility_ENG_geography
global_min_volatility_ENG_derivatives
global_min_volatility_ENG_minimum investment
global_min_volatility_ENG_historic downside volatility
global_min_volatility_ENG_historic maximum drawdown

portfolio Manager(s)

GABRIEL

Gabriel Cefaloni

chief investment officer

MATHIEU

Mathieu Poulin-Brière

partner, systematic overlays

availability

minimum investment

seg account

$2 M

Are you ready to invest? Contact us to discuss your options.

alternatif

alternative

maximize your decorrelated absolute return

actions

equities

combine growth and capital protection