GAM Investments has launched an offshore version of its alternative risk premia strategy, which currently has $1.8bn of assets under management, as of 28 September 2018.
The new product will complement GAM’s existing range of strategies available to institutional investors, including existing systematic strategies managed by the GAM Systematic team. GAM Systematic has $4.7bn of assets under management, as of 30 June 2018.
GAM’s alternative risk premia strategy typically targets around 15 risk premia strategies across the style categories of value, momentum and carry.
The team uses a disciplined research process to design, systematically implement and cost-effectively trade the various risk premia. It seeks to provide diversified sources of returns for investors.
The portfolio has a target return of USD cash rates + 6-7% and expected volatility of 8-10%.