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German boutique expands alternative risk premia range

German boutique expands alternative risk premia range

Frankfurt-based Quoniam has expanded its fund range focused on alternative risk premia with a new strategy focused on achieving stable returns away from the traditional bond and equity markets.

The German investment boutique soft-launched the Quoniam Fund Selection – Alternative Risk Premia fund in November 2016, as a mutual fund made available to institutional investors.

It is designed to combat low returns and volatile equity markets through a liquid, quant-backed investment approach, which involves investing in eight largely uncorrelated risk premia.

These are equity value, equity size, equity momentum, currency carry, currency value, currency momentum, fixed income term premium and fixed income relative steepness.

The fund is designed to complement the existing risk premia fund overseen by the firm, which is the Quoniam Global Risk Premia fund. The combined assets under management of the two funds is €800 million.

The managers of the existing fund are Citywire + rated Markus Ebner and Citywire AA-rated Thomas Kieselstein, who were profiled in the October edition of Citywire Selector magazine.

In fund literature, Quoniam said the new fund was designed to complement investors’ existing exposure to traditional beta investments. This is while offering a highly diversified portfolio of holdings.

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