Global Balanced Risk Control Strategy: Total Portfolio Risk Control
Global Balanced Risk Control Strategy: Total Portfolio Risk Control

Global Balanced Risk Control Strategy: Total Portfolio Risk Control


The Global Balanced Risk Control (GBaR): Total Portfolio Risk Control Strategy applies an integrated approach to global balanced investing within a risk-controlled framework. The Strategy aims to manage total portfolio risk as defined by value-at-risk (VaR) or volatility metrics, while simultaneously seeking to enhance returns from tactical insights into global markets. Portfolios within the Strategy seek to achieve a target risk for the total portfolio, while still benefitting from any alpha generated from tactical asset class views. The team uses its top-down research process, involving fundamental and quantitative analysis across asset classes, to determine active positions.

Strategy Inception
Total Portfolio Risk Target
Base Currency
Investment Approach

The team believes that their top-down macro investing approach combined with explicit, quantitatively driven risk control delivers excess returns, as well as reducing downside risk in volatile markets. They believe that given the flexibility of the Strategy, it can act as a standalone investment as well as a risk control ‘buffer’ within a larger portfolio which is aiming to manage total portfolio risk. 

Designed to Perform in All Market Conditions

The team seeks to provide a measure of downside protection in volatile markets and upside participation in growth markets. 

Unique Approach

Rigorous quantitative risk analysis is combined with the team’s own macroeconomic views to create a unique and dynamic approach to balanced investing. 

Attractive Risk-Return Target

The team invests across a wide investment universe, focused on providing diversified, risk-controlled exposure to a broad range of global asset classes. 

Investment Process
Risk Profile

All GBaR mandates are customisable to help meet client objectives regarding targeted risk, investment restrictions, and other requirements. Once the portfolio’s volatility target has been determined, the team dynamically manages a broad asset mix to help meet that target.

Tactical Positioning

Employing its top-down research process combining fundamental and quantitative analysis, the team develops tactical insights, which in turn are used to determine preferences within each asset class. 

Quantitative Implementation

The team’s quantitative implementation takes advantage of the tactical insights in a risk-controlled framework. The team translates tactical positions into expected returns, using quantitative techniques to construct the portfolio. Its disciplined risk management ensures that the expected total portfolio risk is consistent with the agreed risk constraints. 

Portfolio Managers
Managing Director
37 years industry experience
Executive Director
11 years industry experience