Global Balanced Risk Control Strategy: Fixed Weight Benchmark

Global Balanced Risk Control Strategy: Fixed Weight Benchmark

Global Balanced Risk Control Strategy: Fixed Weight Benchmark


The Global Balanced Risk Control (GBaR): Fixed Weight Benchmark Strategy applies an integrated approach to global balanced investing within a risk-controlled framework. The Strategy aims to manage portfolio tracking error risk around a client specified, fixed weight asset allocation benchmark while simultaneously seeking to enhance returns from tactical insights on global markets. The team uses its top-down research process, involving fundamental and quantitative analysis across asset classes, to determine active positions. 

Investment Approach

The team believes that this top-down macro investing approach combined with explicit, client defined and quantitatively driven risk control creates a portfolio which seeks to deliver excess returns as well as helping to provide downside protection 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, 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 specified benchmark, targeted risk, investment restrictions, and other requirements. Once the portfolio’s benchmark has been determined, the team dynamically manages a broad asset mix to help meet the portfolio tracking error risk 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 and determines the active positions using quantitative techniques. Its objective is to maximise the total expected return of the active positions subject to the targeted tracking error. 

Strategy_Global Multi-Strategy_Global Balanced Risk Controlled Strategy Fixed Weight Benchmark
Portfolio Managers  
Rui De Figueiredo
Rui De Figueiredo
Head and CIO of the Solutions & Multi-Asset Group
26 years industry experience
Ryan Meredith
Ryan Meredith
Head of Portfolio Solutions Group
25 years industry experience
Jim Caron
Jim Caron
Chief Investment Officer
32 years industry experience
Damon Wu
Damon Wu
Portfolio Manager
17 years industry experience

Team members may be subject to change at any time without notice.

Effective 1 November 2023, Andrew Harmstone became an advisor to the Strategy. 

Effective 1 November 2023, Rui De Figueiredo, Ryan Meredith, Jim Caron and Damon Wu are the Strategy’s Lead Portfolio Managers, forming the Investment Committee.









This is a Marketing Communication.

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