We are data driven and systematic in our investment approach. Our investment processes are rule-based in order to minimize behavioral human biases in decision-making.  

Our Core Investment Beliefs 

Economic risk is a superior portfolio allocation currency compared to a dollar allocation. Getting rid of uncompensated risk and harvesting diversification benefits are key to successful investments and can significantly enhance your risk-reward profile.  

Separation and unbundling are valuable tools in portfolio construction as they allow you to simplify complex interrelations and act more agile.

Efficient harvesting of risk premia is an active, dynamic and systematic investment process. Allocation and implementation are equally important. Without a highly complementary team with quantitative skills as well as extensive market and investment experience you will not be successful in consistently harvesting these premiums.   

We believe that ongoing improvements, continuous innovation and lifelong learning are vital to success in the field of systematic investments. 

We believe that a focused effort to reduce material adverse sustainability impacts and to integrate sustainability into investments is a prerequisite for long-term healthy earnings.

Portfolio Construction and Risk Management  

Portfolio properties are front and center in our portfolio and risk management processes. In particular, robustness, efficient implementation, tail properties, and performance in difficult markets are important focus areas necessary for building balanced portfolios. We manage risk dynamically on a target risk basis and take the full distribution of possible outcomes into consideration.  

All our investments are rule-based and non-discretionary, and we use a rigorous identification process based on economic rationale, academic support and long backtest periods, when building portfolios.  

A proprietary portfolio construction process basked on risk parity, advanced correlation and tail risk analysis as well as a portfolio factor analysis allow us to mitigate any unwanted risk exposures in the portfolios. 

A Sustainable Investment Approach 

An active and integrated ESG approach is implemented in our portfolios, as we believe this is key to long-term successful investment performance. The team has a long track record in this field. We use a multifaceted and determined effort and build partnerships to enhance in-house skills. 

We encourage companies to take the lead (Engagement) and ensure compliance and best practice regarding international ESG Standards (Engagement and Exclusion). 

In addition, we integrate ESG risk explicitly in the portfolio construction approach, using our proprietary Sustainability Cube™  and based on our risk assessments, we hold no long positions in the companies or industries most exposed to ESG risk. We have a special focus on climate change risk. 

Ongoing improvement and continuous innovation in our sustainable investments approach are top priorities to Qblue Balanced.  


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