Natixis launches global multi-asset fund

The Natixis Global Risk Parity fund is a Luxembourg Sicav which will allocate to a wide range of asset classes, including bonds, equities, commodities, real estate, volatility instruments, private equity and EM debt. The investment approach is focused on mitigating any drawdown in the event of a market downturn, with the team using a quant screen to manage the fund's exposure to risk. Each major asset class makes up a third of the portfolio's risk budget, and the weightings are determined based on monthly quantitative analysis, as well as fundamental analysis of market cycles. The ...