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Nomura launches absolute return UCITS

Friday, June 21, 2019
Opalesque Industry Update - Nomura Alternative Investment Management (NAIM), a London and Paris-based quantitative investment manager within Nomura Group, has launched the Nomura Diversified Absolute Return UCITS Fund.

The Fund aims to deliver absolute returns with a low volatility profile (close to 3% p.a.), low correlation to traditional asset classes and low drawdowns. It will aim to achieve its objective by capturing a diversified portfolio of risk premia across fixed income and currency markets through a strategic allocation using systematic quantitative strategies.

Managed from Paris, strategic changes will be overseen by NAIM's Investment Committee which is led by Laurent Michel, NAIM's Chief Investment Officer.

NAIM President and Chief Executive Officer, Jean-Philippe Royer, said: "Building on the success of our popular range of alternative risk premia UCITS, the Nomura Diversified Absolute Return Fund aims to offer an attractive investment for investors with a cautious risk approach and looking for all-weather returns.

"The macroeconomic, political and market environment is very challenging and brings a lot of uncertainty. We believe our unique approach to allocating between market-leading quantitative investment strategies in a flexible manner, can bring real value to fund investors."

The Nomura Diversified Absolute Return Fund is UCITS regulated and offers daily liquidity and competitive fees. It is domiciled in Ireland and has an institutional share class, with a US$1 million minimum investment and an advisor share class with a US$500,000 minimum investment.

FX-hedged share classes are available in EUR, GBP and CHF on request.

Press release
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