Smart Diversification
Absolute return strategies provide investment opportunities independent from traditional sources of risk.
Global Equity Opportunities
A global equity portfolio built using multi-asset techniques seeking to achieve diversified return streams.
Unconstrained in Search of Opportunity
- Consistent framework for both country AND industry decisions
- Increased breadth and opportunity at the top-down level
- Efficient use of capital with targeted top-down allocations
- Security selection with a strong emphasis on company fundamentals
- Bottom-up views are neutralized to our top-down views
- A combination of top-down and bottom-up factors are used to score stock groupings and individual securities
Active global equity strategy with a value bias, that combines a globally consistent top-down framework with bottom-up insights
Portfolio Construction Incorporates Uncertainty of Market Environment
- Uncertainty is reflected in the weighting of each individual factor
- Factor weights are combined to minimize expected drawdown along the dimension of uncertainty
- We preserve maximum exposure to our views
Key Features
High Active Share
High active share, high target return global equity portfolio
Low Correlation
Low correlation with traditional global managers
Built to Protect
Built to protect the relative downside
Forecasting Model
1
Consistent framework for both country AND industry decisions2
Increased breadth and opportunity at the top-down level3
Efficient use of capital with targeted top-down allocations
Insights
Modeling Uncertainty for Robust Portfolio Construction
PGIM Quantitative Solutions' multi-asset team shows how to build robust portfolios that model investment uncertainty and protect against its ill effects.
Currency Management for International Equity
Examines the difficulty of managing currency exposures in international equity portfolios.