Fulcrum Asset Management

Fulcrum Asset Management employs a top-down investment process that incorporates a wide range of research inputs to construct a highly diversified and liquid portfolio, reflecting a breadth of uncorrelated investment ideas. The Fulcrum strategy invests globally, with exposure to equities, fixed income, commodities, and currencies.

Discretionary Strategies

Fulcrum invests across a broad range of liquid markets, with the aim of generating outcomes that are uncorrelated to broad market returns. In addition to their flagship investment approaches – Diversified Absolute Return and Discretionary Macro – they have the below stand-alone capabilities:

• Diversified Absolute Return
  An absolute return strategy that invests in a range of macroeconomic themes, aiming to limit drawdowns and offering daily liquidity.
• Discretionary Macro
  A diversified hedge fund strategy that invests in macroeconomic themes across a wide range of liquid asset classes.
• Fundamental Equities
  A long/short equity strategy identifying global trends across sectors and geographies, designed with minimal stock specific risk and low sensitivity to broad equity market.
• Commodities
  A discretionary commodities strategy trading directionally and opportunistically across energy and metals markets, with a focus on short- and medium-term supply-demand imbalances and inventory dynamics not yet reflected in market pricing.
• Equity Dispersion
  A range of derivative strategies to gain exposure to the volatility of global equity markets.
• Climate Change
  A diversified global equity fund aligned with the Paris Agreement’s temperature target.  

Quantitative Strategies

Using an investment approach grounded in economic theory and fundamental insights, Fulcrum model the dynamic relationship between asset returns and the macroeconomic environment with the goal of delivering superior risk-adjusted returns under different economic and market scenarios.

• Multi Asset Trend 
  A pure trend-following strategy that aims to benefit from persistence in asset price momentum.