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Multi Asset

Absolute ReturnAbsoluteReturn

Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.

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Investment Philosophy
Factor Models
Asset Class Expertise
Allocate by Risk Budget
Customizable Implementation

Factor Models

A systematic framework using a mix of fundamental and market-based factors may successfully identify market mis-pricings and capture available risk premia over time.

For illustrative purposes only.

Asset Class Expertise

A fundamental understanding of the drivers of returns determines the most suitable set of factors for each asset class.

 

Allocate by Risk Budget

A disciplined risk budgeting approach to portfolio construction allocates to individual diversifying return drivers to maximize risk adjusted returns with low exposure to traditional asset class risk.

For illustrative purposes only. Diversification does not protect against a loss in a particular market; however, it allows you to spread that risk across various asset classes.

Customizable Implementation

The modular approach allows for transparent and flexible portfolio solutions incorporating both absolute and total return elements. We offer overlay solutions to meet the specific challenges of our clients.

Insights

View More
Absolute Return Overlay Solutions: The Best Hope?
White Paper

Absolute Return Overlay Solutions: The Best Hope?

May 7, 2020

Multi-Asset team explains potential benefits of portable alpha overlays, which can meaningfully enhance returns over strategic allocations.

Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?
Publication

Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?

Feb 10, 2020

A new approach to explore a link between the well-known macroeconomic exposures of traditional asset classes and those of value premia in a multi-asset context.

Currency Management for International Equity
Publication

Currency Management for International Equity

Jun 11, 2018

Examines the difficulty of managing currency exposures in international equity portfolios.

Explore More

Commodity Strategy
Multi Asset

Commodity Strategy

A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle.

Defensive Equity
Multi Asset

Defensive Equity

PGIM Quantitative Solutions' US Market Participation Strategy (MPS) seeks to provide upside equity participation while seeking to reduce downside risk.

Multi Asset

Multi Asset

PGIM Quant Multi-Asset team develops innovative solutions to meet our clients needs, and draw on our customization ability to produce optimal outcomes.

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