NN Investment Partners is launching a UCITS-compliant, multi-asset absolute return strategy based on factor investing, in an effort to provide a liquid alternative to hedge funds.
The NN Multi-Asset Factor Opportunities fund will launch at the end of February, to be managed by head of multi-asset systematic strategies Willem van Dommelen (pictured) and portfolio manager Stan Verhoeven, with support from the wider 21-strong team. It will target a return of 1-month US Libor + 6% over a rolling 12-month period, with an annualised volatility target of 8%-12%. The fund will invest using five equally-weighted factors - value, carry, momentum, flow and volatility. Each factor is accessed via four asset classes: equity (indices), fixed income, FX and commodities. Initi...
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