Lombard Odier Investment Management (LOIM) has launched a new long/short fund across asset classes aimed at improving risk-adjusted returns with a low correlation to other asset classes.
“Alternative Risk Premia used to be available only from hedge fund firms,” said Carolina Minio-Paluello, deputy Chief Investment Officer of LOIM. “We can offer similar benefits for investors’ portfolios in a cost-effective and systematic way.”
Its risk premia draw on two complementary sources, income, or regular yield flows and trend or momentum signals. The Alternative Risk Premia fund currently manges $50m (€39.3m).
It adds exposure through the use of derivatives and is licensed for distribution in Austria, Belgium, France, Germany, Italy, Liechtenstein, Luxembourg, the Netherlands, Spain, Sweden, Switzerland and the UK.