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Absolute Return

LFIS implements an innovative market-neutral, multi-strategy allocation to the broad range of de-correlated premia across the range of asset classes.

Premia Investing at La Française Investment Solutions

LFIS’ premia strategies go beyond traditional academic premia to capture the broad range of investable risk and style premia with a cross asset approach. The team’s complementary backgrounds in asset management and investment banking allow LFIS to access a uniquely broad range of premia and position our solutions for strong absolute performance over time.

Guillaume Dupin - Head of Absolute Return Strategies

LFIS’ alternative premia strategies take a multi-strategy, multi-asset and market-neutral approach which uses a risk premia framework to select strategies, allocate efficiently and manage risk. 

A premia approach is an innovative alternative to traditional asset allocation strategies. Premia are embedded in all asset classes and reward investors for taking specific market risks.  Each underlying premia, either by essence or construction, demonstrates low correlation not only to traditional asset classes but also versus other premia. LFIS’ innovative approach seeks to combine a maximum number of decorrelated premia to deliver all weather performance and a strong Sharpe ratio.

LFIS’ premia strategy is implemented through a unique set-up.  The LFIS premia team combines complementary expertise in asset management and investment banking and implements the strategy through a robust operational network to ensure access to a broad range of premia and efficient execution.  

LFIS' premia expertise has been widely recognized by the industry including through awards from leading media(1) . Our strategies are accessible in both UCITS and AIFMD fund formats. 

LFIS’ Premia 2.0 Approach Explained

Demystifying premia investing and LFIS’ overall approach

(1) The references to league tables and award are not an indicator of the future places in league tables or Awards. Information contained in this document may be updated from time to time. Informatino contained herein may vary from previous or future published versions of this document. 

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