Systematic & Quantitative

Global Team of more than

60

research and investment professionals

26 Funds with

4 & 5

Morningstar stars [1]

A total of

EUR 68bn

Assets under Management [2]

At a glance

SQI owns and provides distinct intellectual property on systematic & quantitative investment styles and engines. The underlying intellectual properties follow stringent algorithms based on systematic, fundamental approaches (CROCI) or pure quantitative models (Risk Factor, Dynamic Multi Factor). The platform offers unique investment styles across all major asset classes (Fixed Income, Equity, Allocation) as well as strong structuring capabilities. SQI develops tailor-made and scalable strategies that are wrapper agnostic within systematic and quantitative area. Proprietary quantitative models are utilized and combined with our repeatable systematic decision approach. Offerings are long only or long/short in nature and comprise retail funds and institutional mandates, risk management, and portfolio optimization.

3 distinctive quantitative investment processes with 19 proprietary models (i.e. optimizer, selection)

Key Strategies

CROCI

CROCI follows a systematic and fundamentally-driven investment process in the Equity space covering all major regions. CROCI has 20 years of strong track record with multiple 4-5 Morningstar-rated funds.

Risk Factors

The recently built Risk Factor platform builds its own risk premia strategies across all asset classes and supplements the set with best-in-class risk premia strategies offered by investment banks. The fiduciary platform follows a quantitative approach that is tailor-made for client needs.

Capital Protected Concepts

SQI offers and manages a wide range of capital protected products including an individualized guarantee concept for more than 1.5m single contracts and numerous Dynamic Hybrid funds for major insurance companies. The division can look back upon an experience of almost 20 years in providing static, dynamic and different kinds of tailor made protection.

Sal. Oppenheim

In addition, the Sal. Oppenheim platform runs quant strategies with 18 years of proven track record, including dynamic multi-factor algorithms. Sal. Oppenheim shows strong funds across all asset classes.

Investing in Equities

DWS is one of the leading asset manager globally with a broad range of actively managed equity funds.

Read more

Fixed Income

Investments in actively managed Fixed Income portfolios is one of our key businesses. Every customer group will find a variety of possibilities.

Read more

Investing in Multi Asset

With Multi Asset we are leveraging capabilities across our global investment platform – for the benefit of our customers.

Read more
Not all strategies are available for all client groups and in every jurisdiction

1. Morningstar (as of December 31, 2017); Copyright © 2017 Morningstar Inc. All Rights Reserved. The information contained herein: (a) is proprietary to Morningstar; (b) may not be copied or distributed; and (c) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

2. as of June 30, 2019

CIO View

This website uses cookies in order to improve user experience. If you close this box or continue browsing, we will assume that you are happy with this. For more information about the cookies we use or to find out how you can disable cookies, see our Cookies Notice.

You are now seeing the Portugal version of the page despite being located in USA. You can change the country below.

Other country

Other country