Multi-Asset management was developed by CPR AM from the moment the firm was founded and has now taken its place as one of its core capabilities.
Based on a top-down approach, the process has been combined since 1996 with a proprietary asset allocation model covering a global universe. This model has been constantly enriched and is based on a probabilistic multi-scenario approach whose objective is to optimise the risk-return pairing over a given time horizon.
Over the years, these changes have allowed CPR AM to build up a robust diversified management that is adjusted and adjustable to various strategies and management frameworks.
“ACADEMIC STUDIES HAVE SHOWN THAT ASSET ALLOCATION HAS BEEN THE MAIN SOURCE OF RETURNS IN THE LAST 30 YEARS.”
Arnaud Faller, Chief Investment Officer at CPR AM