(Global Fund Search) – A German corporate investor has embarked on a global fund search to allocate two systematic mandates. The investor seeks a Multi-Asset strategy and an Alternative Risk Premia strategy, with approximately €100 million allocated to each mandate. Both strategies are expected to maintain a maximum drawdown limit of five percent per calendar year.
Search Criteria for Multi-Asset Strategy:
- Benchmark: 3-month Euribor + 2 percent per annum;
- Universe: Multi Assets;
- Objective: Generating benchmark returns while limiting maximum loss per calendar year at 5 percent;
- Style: Systematic;
- Scope: Equity, yield, spread, or commodity risk premia only.
Search Criteria for Alternative Risk Premia Strategy:
- Benchmark: 3-month Euribor + 2 percent per annum;
- Universe: Risk Premia;
- Objective: Generating benchmark returns while limiting maximum loss per calendar year at 5 percent;
- Style: Systematic;
- Scope: All risk premia included.
Minimum requirements: Minimum track: 5 years (Composite or fund level)
Process outline:
The process will consist of two steps:
- Round one – Short RFP (this search)
- Round two – Invitation to RFP
The manager can apply in English or German language.
Deadline
June 16, 2023 (Cut-off: Midnight CET, Expiry date inclusive)
To review the search and apply, asset managers need to register here (for free) on globalfundsearch.com
