Implemented Absolute Return (IAR)

QIC focuses on opportunities to source active returns that primarily derive from liquid markets. These extend across the global macro sector, active currency and global tactical asset allocation.

The underlying philosophy is to systematically exploit market inefficiencies both short-term market mis-pricings and persistent identifiable market inefficiencies, primarily via global macro strategies. These strategies are applied to a broad range of global stock, bond, currency, commodity, volatility markets and high frequency trading. Diversification across strategies, markets and time horizons is actively sought because this enables us to employ a broad range of asset management skills to capture higher risk adjusted returns.

The IAR processes are easily scalable. This means that their impact on total returns can be dialled up or down to suit the individual requirements of a client.

In addition, the sources of active return from IAR’s strategies are designed to be entirely independent of a fund’s benchmark which means they can be accessed regardless of the underlying assets held by the fund.

Over the course of the investment cycle, the active return strategies pursued by IAR are expected to be lowly correlated with the market and active returns generated from traditional asset classes. This provides attractive diversification characteristics. 

Strategies

QIC has developed a range of absolute return solutions that will complement nearly any multi-sector portfolio. The solutions are designed to be:

• A source of pure alpha returns
• Lowly correlated with the market returns from major asset classes and active returns from the major asset classes
• Capital efficient
• Transparent
• Competitively priced.

Performance of our Implemented Absolute Return strategies

For more information on QIC’s Implemented Absolute Return strategies please contact Barry Temple on + 61 7 3360 4083 /  e: b.temple@qic.com