Acadian Observes Milestone Anniversary of Multi-Asset Investing
Boston, January 5, 2021 – Acadian Asset Management LLC, a leader in systematic investing, is marking a key milestone for its global macro strategies. The firm’s flagship strategy turned three in November, with the systematic macro capability steadily evolving since Acadian first committed to being a leader in this space nearly five years ago. Today, Acadian oversees over $700 million in assets in these strategies for clients (as of 11/30/20) and has seen growing interest as institutional investors are increasingly focused on diversifying away from equity risk and finding new sources of uncorrelated return in a lower-yielding market environment.
Acadian launched the firm’s flagship multi-asset strategy, Multi-Asset Absolute Return 6v, in November 2017, on the belief that successful macro investing requires an appreciation of the complex and dynamic relationships across markets globally. In response to client interest, Acadian has subsequently launched higher vol implementations of the strategy at 12% and 18% volatility, seeded with client capital. Acadian has also launched a Commodities Absolute Return strategy this year, leveraging the same investment process as the broader macro strategy, but focused exclusively on the bespoke models used to forecast over 30 commodities in 7 unique commodity sectors.
“The evolution of our multi-asset platform, directly driven by client demand, serves as a testament to the firm’s commitment to providing systematic macro strategies aimed at providing uncorrelated returns independent of the market environment,” said Ilya Figelman, Senior Vice President & Director, Multi-Asset Strategies. “We look forward to continuing to partner with our clients to develop and deliver innovative strategies that meet their investment goals.”
A natural extension of Acadian’s founding philosophy, the firm’s systematic macro strategies seek to exploit pricing inefficiencies across and within over 100 markets globally in order to deliver diversifying return streams to investors. The Multi-Asset team at Acadian has built upon this philosophy to develop a unique systematic macro process designed to withstand market conditions and endure severe market stress with the goal of providing uncorrelated absolute returns by investing across asset classes in a holistic and risk-controlled way.
Over the past several years, Acadian has deepened its focus and dedicated additional resources to this growing area. The Multi-Asset Class team has grown to 17 investment professionals, offering a dynamic skillset with a wide array of expertise spanning both discretionary and systematic approaches.
Over the past several years, Acadian has deepened its focus and dedicated additional resources to this growing area. The Multi-Asset Class team has grown to 17 investment professionals, offering a dynamic skillset with a wide array of expertise spanning both discretionary and systematic approaches.
Acadian has recently joined the Standards Board for Alternative Investments (SBAI) as a core supporter to further reinforce its commitment to following best practices in the alternative investment industry, joining a select group of allocators, consultants, and managers.
About Acadian Asset Management
Acadian Asset Management LLC invests on behalf of pension funds, endowments, governments, foundations, and other institutional investors in many markets around the globe, with approximately $100 billion in assets under management as of November 30, 2020. The firm uses an innovative array of disciplined, systematic investment techniques across stock-specific, macro, and peer forecasting models. Acadian offers multi-asset class, ESG, alternative alpha, managed volatility, and long-only strategies such as emerging markets, small-cap, and international equity strategies.