SEND THIS INFORMATION
In order for your request for information to be processed, please provide the following information:
Home > Our expertise > Absolute Return Funds > Our solutions
ABSOLUTE RETURN FUNDS
OUR SOLUTIONS
Since 2006 Lyxor asset management has been developing an absolute return offering which has met with a great deal of success among institutional investors due to its creativity and innovation. More than EUR 1,5 billion has been collected on these funds, known under the name Quantic.
Our approach
Our absolute return management offering is characterised by a selection of state-of-the-art allocation strategies that generate alpha thanks to so-called hidden assets (dispersion, volatility, dividends, correlation, etc.). What makes our approach so original is that we consider second-rang risks as an asset class in their own right.
Our range of absolute return funds, or Quantic funds, provides transparency, a high level of risk control (thanks to stress tests and sensitivity analyses) and the option of buying and selling funds on a daily basis.
The funds offer you a very sophisticated management approach for volatile products (derivatives and equities) as part of a transparent and standardised framework (funds coordinated as per UCITS 3).
Quantic strategies
Quantic can mix two types of strategy depending on the opportunities offered by the market:
- Quantitative strategies based on systematic models developed by Lyxor's quantitative engineering teams. These models enable statistical, recurrent arbitrage operations of a persistent inefficiency in the volatility correlation, dispersion markets, etc.
- Discretionary strategies based on fundamental analyses carried out by asset managers.
Our diversity of strategies and ongoing research constitute major strengths in this area and bolster the sustainability and resilience of the Quantic range of funds.
Range of Quantic funds
The Quantic range of funds comprises three absolute return fund profiles, each with a different risk/return profile:
- QUANTIC LOW VOL, very low volatility, target return: 3M-Euribor + 150 bps
- QUANTIC PROGRESSIVE, target return: 3M-Euribor + 300 bps
- QUANTIC ADVANCED, target return
Quantic funds: an original approach
Quantic funds are the first funds that take a multi-strategy approach. Each Quantic fund has a dozen or so different strategies at play whose decorrelated approaches enable you to establish a solid track record. No matter what the prevailing conditions in the market, you benefit from positive performance.
Our competitive advantage: our culture as an investment bank
Our Quantic teams are comprised of experts with a wide range of experience and backgrounds in the investment banking and asset management sectors. We benefit from the proven track record of SGCIB, global leader in the field of derivatives and equities.
This competitive advantage based on our unique business model, has given us several years' head start on traditional asset management companies.