A pioneer in quantitative equity management, Swiss Life Asset Managers has developed a set of active management strategies for investors looking for attractive risk-adjusted returns with a strong interest in a sustainability approach.
In addition to our recognised “low risk”, “protected equity” and “core” strategies, Swiss Life Asset Managers also offers a range of thematic impact equity funds to influence key global issues.
Thanks to constant collaboration between our managers and the research team, our investment process is active, robust and systematic
Impact equity strategies
With its range of impact equity funds, Swiss Life Asset Managers enables investors to contribute to the tangible achievement of precise objectives on key environmental and social issues by investing in targeted portfolios of attractive high-impact equities.
These are specialised thematic funds invested in companies with a significant and concrete impact in the fight against climate change and social problems and based on the Sustainable Development Goals (SDGs) of the United Nations.
The state-of-the-art investment process combines quantitative and fundamental analysis with precisely defined, measured and reported impact indicators.
With the range of impact funds, investors can position themselves precisely on the issues they wish to influence: climate change, biodiversity and the environment, green buildings and infrastructures
- Swiss Life Funds (LUX) Equity Global Climate Impact
- Swiss Life Funds (LUX) Equity Environment & Biodiversity Impact
- Swiss Life Funds (LUX) Equity Green Buildings & Infrastructure Impact
“Protected equity” strategies
For more than ten years, Swiss Life Asset Managers has built up significant expertise in equities hedged by options, a concept based on an equity portfolio complemented by dynamic optional hedging for an asymmetric earnings model.
Today, the “protect” strategy is an instrument of choice for institutional investors subject to Solvency 2 in order to optimise their capital consumption and manage their results. The Swiss Life Group has therefore chosen a core protected equity strategy. This represents almost EUR 12 billion of assets under management(1).
Dynamic hedging limits potential losses in exchange for less participation in bullish phases (mitigated by option strategies). The result is a portfolio with an improved risk/return profile and limited downside potential with an asymmetric profile. Over the entire cycle, we strive to achieve a better risk-adjusted return than the equity market, but with less fluctuation.
Implemented on a broad investment universe, the strategy can be converted into a mandate for the investor’s universe of choice. Its decision-making process is flexible and systematic and based on signals with a view to enhancing exposure and managing costs
- Swiss Life Funds (LUX) Equity Global Protect
- Swiss Life Funds (CH) Equity Global Protect Enhanced
(1) as at 31/12/2022
A pioneer in quantitative minimum variance and multi-factor equity management, Swiss Life Asset Managers has developed a range of open-ended funds to improve long-term performance by reducing volatility. Thanks to constant collaboration between our managers and the research team, our investment process integrating risk management is active, robust and systematic.
The “low-risk” strategy, which has been extensively developed on the basis of minimum variance, is a transparent strategy offering lower volatility than the equity market. Its objective is to achieve similar market returns over the cycle with reduced volatility, thus improving the risk/return ratio.
The strategy is applied to the eurozone, Europe and the world, and incorporates ESG. Eurozone and Europe funds benefit from the SRI label.
- Swiss Life Funds (F) Equity Euro Zone Minimum Volatility
- Swiss Life Funds (F) Equity Europe Minimum Volatility
- Swiss Life Funds (LUX) Equity Global Minimum Volatility
“Core” equity strategies
An expert in modelled equity management, Swiss Life Asset Managers has developed a “core” multi-factor active management strategy to enable investors to expose themselves to the major equity markets with a proactive risk approach. This “core portfolio” strategy also aims to add value by limiting the relative risk taken compared to market indices.
Thanks to constant collaboration between our managers and the research team, our factor-based investment process aims systematically to select the best performing stocks. The emphasis is placed on the low correlation between the factors. Should the contribution of different factors to portfolio performance fluctuate over time, the combination of multiple factors helps to smooth these fluctuations.
Focused on the eurozone, the United States and the world, this range has several funds that incorporate advanced sustainable development strategies. The eurozone fund benefits from the SRI label, while Global ESG maintains an ESG profile comparable to the MSCI World ESG Leaders Index.
- Swiss Life Funds (Lux) Equity ESG Euro Zone
- Swiss Life Funds (Lux) Equity USA
- Swiss Life Funds (Lux) Equity ESG Global
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