La Compagnie Benjamin de Rothschild
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Family Advisory - Asset allocation

How do we meet the dual challenge of successful asset management – security and performance ?

QuAM

The solution promoted by CBR is called QuAM (Quantitative Asset Management). This investment strategy, developed in exclusive partnership with ETS (Expert Timing Systems), gives priority to risk control over seeking out performance and has an excellent track-record over the past 11 years.

Quantitative Management

To be able to manage a portfolio flexibly without leverage and without long/short strategies, and while offering daily liquidity, the following are key:

  • objectivity
  • discipline
  • significant decision-making capacity.
We see quantitative management as the way to achieve these.

Diversified Management

QuAM invests in all liquid traditional asset classes without being bound by geographical or sector restrictions. The portfolio’s asset allocation is governed solely by the maximum risk budget allocated and by trends that have been spotted on the market.

How QuAM adds value

QuAM adds value by identifying and exploiting the best investment opportunities when the markets are bullish. During periods of sustained market decline , QuAM’s risk control mechanism allows it to switch from risky asset classes to assets with less risky returns.


Integrating QuAM into a broad portfolio helps improve its risk/return ratio.


« Once losses reach a certain level, getting a fortune back can be a long and tedious process »

News
QuAM funds end 2009 at historic highs
12/31/2009 | QuAM
QuAM funds end 2009 at historic highs
The QuAM strategy developed by La Compagnie Benjamin de Rothschild (CBR) in exclusive partnership with Expert Timing Systems (ETS), again fulfilled its promise, allowing investors in the Prifund QuAM Multimanager funds to finish the year with excellent results.