Arctic Blue Capital, a quantitative asset manager and subsidiary of H2O Asset Management, has launched H2O Atlanterra, a systematic global equity strategy.
H2O Atlanterra benefits from a systematic investment approach that aims to capture volatility and changes of direction on international stock markets. This strategy aims to create alpha and to complement strategic asset allocation, as well as absolute performance solutions.
Atlanterra was created and first deployed by the Arctic Blue Team in 2008 for a large north American Pension Fund sovereign pension fund. In 2007, in the context of high equity market valuations, the investment team led by Jean-Jacques Duhot developed a strategy that could participate in equity expansion, with strong defensive properties, in case of a significant stock market correction.
The Arctic Blue investment team, designed a unique combination of both trend and counter-trend models capable of weathering different market environments. Over the years, the strategy has evolved to ensure greater adaptability to changing markets. It is now available to investors in a Ucits investment vehicle.
Atlanterra encompasses several models that are deployed independently one from one another over different time frames. Its investment universe comprises global, country and sector indices. This allows the fund to capture returns in a variety of market environments.
The risk allocation of the fund across the independently run models is entrusted to the systematic portfolio manager who also makes sure the portfolio complies with its volatility and other regulatory constraints.