Institutional Asset Management
in the Sal. Oppenheim Group

Active Quant Products

The investment objective of Oppenheim Active Quantitative Management is to generate stable returns in excess of a given benchmark. It is pursued on the basis of our disciplined and fundamentally oriented investment process, which has been successfully implemented for more than 10 years.

The stability of the active returns achieved in our mandates arises from many independent alpha sources. Our risk management framework is founded on two crucial components: diversifying stock-specific risks through a high number of holdings and diversifying forecast risks by undertaking many small active weights. Transaction cost management is an integral part of the portfolio optimisation and trading process enabling cost-efficient implementation of the investment strategies.

Our benchmark-related strategies: Long-Only with Enhanced Indexing as a special case and Short Extension (“130/30”), as well as our Market Neutral Strategy (absolute return approach) are based on the same established investment process. Another absolute return approach is our Multi Alpha Strategy, which optimally combines several successful active investment strategies of Sal. Oppenheim, based on different asset classes.

Our benchmark-free approach focuses on an efficient and low risk investment strategy (Managed Volatility), which can also be implemented within a sustainable investment universe as defined by oekom research AG (Sustainable Investment). These total return approaches are founded on our distinctive quantitative investment process.

The Active Quantitative Equity Management is implemented in pure equity funds and in sub-portfolios of (active quantitative) balanced funds, which invest worldwide (Europe, USA, Japan).