ALTERNATIVE INVESTMENTS

Our approach

Our approach to fund of hedge funds involves offering you high-quality portfolios by capitalising on our hedge funds platform and the benefit of our proprietary expertise (via our range of funds of funds and our Turquoise Funds).

We offer you two distinct yet complementary investment philosophies that open the door to our multi-manager fund of funds offering:

Investment process

Our investment process, which was designed to capitalise on the competitive advantages offered by the Lyxor platform, favours strategic allocation. We are therefore able to implement specialised risk management as well as relevant tactical allocation.

Our portfolio management is based on a rigorous and proven investment process, which combines bottom-up and top-down approaches following definition of the objectives and the risk/return profile of the fund.

This process emphasises:

• Research: proprietary research and analysis of the hedge fund industry
• Dynamic portfolio allocation: bi-monthly committee
• Risk control: at level of underlying asset portfolio (ongoing monitoring of positions and exposure).

It is organised around four committees

• Selection Committee at platform level
• Bi-monthly Investment Strategy Committee
• Weekly Tactical Allocation Committee
• Monthly Risk Committee