Bespoke Equity Solutions
Capturing the systematic risk premia associated with your investment styles
Helping you achieve the optimal exposure to equity markets you seek:
A growing body of empirical studies shows that systematic risk premia such as value, size or momentum account for a substantial part of long-term portfolio performance, and that substituting traditional mandates with risk premia strategies has historically reduced volatility and enhanced long-term risk adjusted performance.
Q.M.S Advisors believes that this approach to investing can play a crucial role in redefining portfolio construction by providing low cost easily accessible building blocks for Strategic Asset Allocation, therefore we developed advanced optimization techniques that help you devise products and solutions that provide you with the optimal exposures to the systematic risk premia you seek.
Risk Weighted Solutions
We help you design solutions that tilt a traditional market cap weighted index towards stocks with lower risk. Each Risk Weighted solution reweights all the constituents of a cap weighted index so that stocks with lower historical return variance are given higher index weights. By emphasizing low volatility stocks in this way, our Risk Weighted solutions have historically exhibited lower realized volatility compared to their respective indices, while maintaining reasonable liquidity and capacity and a full representation of the parent index.
Risk Control Solutions
Risk Control solutions aim to replicate the performance of a strategy that targets a specific level of risk by dynamically varying the weights of an underlying parent index, based on the realized volatility of the index, and a cash component.
High Dividend Yield Solutions
High Dividend Yield solutions aim to capture the high dividend yield equity opportunity set within a standard index, by including only securities that offer a meaningfully higher than average dividend yield relative to the parent index and that pass dividend sustainability and persistence screens.
Equal Weighted Solutions
Equal Weighted solutions weight each security equally at each quarterly index rebalancing, removing the influence of prices from the weighting scheme at rebalance. Equal weighted solutions can provide greater exposure to smaller cap index constituents than cap weighted solutions where larger cap constituents have the dominant impact on index valuations.
Factor solutions are designed to reflect our risk model factors that can represent important drivers of both risk and return in equity markets. Q.M.S Advisors' Factor solutions are constructed through optimization and aim to achieve constant high exposure to a target factors, very low active exposure to all other factors and minimum tracking error relative the standard parent index. Current factors include Momentum, Value, Earnings Yield, Volatility and Leverage.
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Bespoke Equity Solutions
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