Quantitative Investments
At Old Mutual Investment Group Quantitative Investments, we aim to generate market-beating returns by actively constructing equity portfolios according to an objective, quantitative and proprietary model that identifies the most rewarding return drivers at any point in time. Our multi-factor model pinpoints the drivers of prevailing returns, which vary by sector and according to the “zeitgeist” of the market. The model focuses on identifying underlying investor behavioural biases and structural anomalies, over the short to medium term, which we seek to exploit in a repeatable manner. Factors we believe to be significant are risk, liquidity, valuation, profitability, momentum and consensus forecasts.
We use this knowledge, combined with our investment insights, to construct optimised portfolios of shares that will benefit the most from these factor trends. The result is a diversified and unsentimental portfolio that is tilted to factors expected to drive relative performance, that also considers risk and trading costs.
| Managed Volatility Equity Products | |
| SA Managed Volatility Equity Portfolio | |
| | Fact Sheet |
| Old Mutual Active Quant Equity Fund |  |
| Old Mutual Albaraka Equity Fund | |
| Old Mutual Albaraka Balanced Fund | |
| SA Enhanced Indexation Equity Portfolio (Life) | |
| SA Managed Volatility Equity Portfolio (Life) | |
Contact Details
To experience Performance through Focus and gain access to our exciting boutique, please call us on 021 509 1113.