Quantitative Management

Our expertise

An objective of controlled risk

An objective of controlled risk

Risk control is at the heart of the Edmond de Rothschild Group's quantitative management expertise. The Group's dynamic and systematic approach seeks to fulfil a twofold objective: to take advantage of market upturns at the same time as limiting losses in the event of a downturn. To do this, the Group implements asymmetric management within a predefined volatility budget.

What defines us

Results built over time

  • A strategy developed for more than 17 years that prioritises control of risks.

    The QuAM (Quantitative Asset Management) methodology is a strategy based on a proprietary mathematical model, which places risk management at the heart of the investment process. The performance generated therefore becomes stronger over time.

  • Tactical asset allocation that is adapted to market conditions

    Within a large investment universe, the Edmond de Rothschild Group's dynamic asset allocation is regulated by a predefined volatility budget, depending on the risk profiles involved. The methodology maintains a dynamic correlation with the markets. This results in an asymmetrical profile which can better withstand market downturns.