How are absolute return funds navigating key global challenges?

With market volatility continuing to unnerve investors, three managers explain how they are using a range of strategies to drive fund performance in 2016 and protect returns.

Hartwig Kos, co-head of multi-asset & vice-CIO, SYZ AM What is the Oyster Absolute Return fund's investment objective and how do you manage risk? Our investment objective is to achieve positive returns using a tight risk budget limit of 2% VaR. So, our scope is to maximise the Sharpe ratio of our overall low risk investments. It is a conservative and plain vanilla absolute return fund, mixing monetary instruments, investment grade bonds, some equities and derivatives for hedging purposes mainly. Concerning risk management, the risk team developed in coordination with the managemen...