Formulating deep, meaningful insights from data helps the Old Mutual Global Managed Alpha Strategy understand market conditions and position its portfolios better
Data, information, insight and action are guiding principles for quantitative investors, reminders of what we should be spending our time on. The flow of these concepts matters — because raw data can lead to informed decisions. This approach forms the basis of our proprietary in-house data systems and calculation engines, and its success is evidenced in our portfolios.Investing on a global scale requires the processing of a lot of data.
The idea of data-driven decisions comes to life through this approach and the only limitation is our own imagination.It is one thing talking about the principles of turning data into insights, but what about the prospect of turning data into performance? Our Old Mutual Global Managed Alpha Strategy uses a proprietary systematic model to evaluate six broad market drivers or factor buckets — value, growth, quality, momentum, size and volatility .
Over the fund’s history since its inception in 2017, we have seen a solid track record, with gross composite returns of 16.7% over one year versus the Benchmark at 14%, 9.3% over three years versus the Benchmark of 7.5%, and 9.1% over five years versus the Benchmark at 7.6%.