GAM Systematic Multi Strategy is a systematic multi-strategy investment programme launched in 2007. The portfolio combines multiple investment strategies grouped around five uncorrelated return sources: Trend Following, Value/Carry, Short Term, Diversifiers and Equity Market Neutral Cash Equities. It is built upon diverse investment research, risk management processes as well as a trading and execution infrastructure developed and tested by GAM Systematic’s own team of scientists.
Offshore and Managed Account versions are available for this programme.
GAM Systematic Core Macro delivers a multi-strategy and cross-asset class portfolio that seeks to generate returns uncorrelated to traditional asset classes. It uses proprietary, state-of-the-art research and trading systems to identify persistent and recurring sources of return in markets. These can be identified and harvested systematically via liquid instruments across currencies, fixed income, equities and commodities. Offering high liquidity, the strategy can act as a cost-effective diversifier to any portfolio over the course of a market cycle. Offshore, UCITS, Australian Trust and Managed Account versions are available for this programme.
Alternative Risk Premia
GAM Systematic Alternative Risk Premia delivers portfolios that target absolute returns with a low correlation to traditional assets over the long term. The programme has been live since 2012, with the team having run alternative risk premia since 2004. The team analyses, structures, and implements a diverse range of liquid alternative return sources – or ‘alternative risk premia’ – from across global markets. The most attractive premia are combined and risk-sized in portfolios using the team’s proprietary Expected Drawdown Analysis methodology, an innovative approach focused on capital preservation. Offered with fully customisable investment objectives, the strategy is designed to complement investors’ existing traditional and alternative investment exposures, and features daily liquidity, high transparency and fee simplicity.
Offshore, UCITS, Australian Trust and Managed Account versions are available for this programme.
GAM Systematic Dynamic Credit is a systematic credit strategy, designed to outperform credit indices on an absolute and risk-adjusted basis over the cycle. It targets full upside participation combined with downside protection, namely in prolonged bear markets. The strategy benefits from highly active and reactive positioning and provides daily liquidity for subscriptions and redemptions.
GAM Systematic Global Equities is a long-only strategy investing in global equity markets, seeking to create a diversified portfolio across geographies, sectors and factors. The strategy benefits from proprietary, computer-based models and rigorous scientific research to create fully systematic strategies that offer cost-effective, diversified equity exposure with high active share.
Core strategies aim to outperform simple factor implementations while satellite strategies, often with shorter holding periods, aim to add diversification and deliver high quality alpha. The goal of GAM Systematic's sophisticated portfolio construction techniques is to optimise position sizes to efficiently manage risk and maximise the capture of alpha while taking into account market conditions to control trading cost.
GAM Systematic’s sophisticated and flexible technological platform allows us to develop and manage customised solutions for all of our strategies. Our solutions are tailored to each client to fit within their specific investment strategy whilst meeting their investment objectives and constraints at the same time.