La Française Investment Solutions
Referent: Luc Dumontier
Unternehmensüberblick / Kernkompetenz
La Française Investment Solutions (“LFIS”) is a Paris-based asset manager established in 2013. LFIS is part of a new generation of investment managers and combines quantitative asset management and investment banking expertise to deliver differentiated strategies. LFIS’ nimble, cross-asset approach underlies innovative, award winning absolute return funds focused on premia and credit, outcome-oriented funds, including hedged equity strategies, and dedicated solutions. LFIS has $10.6 billion in assets under management (“AuM”), including $2.3 billion in its premia funds.
LFIS is majority owned by French asset manager La Française Group (the “Group”). The Group has a track record of more than 40 years with EUR 66 billion of AuM, and its majority shareholder Crédit Mutuel Nord Europe is rated A by Standard & Poor’s (as of January 2018).
Figures are as of December 31, 2017, unless otherwise noted.
VV-Fonds / Strategiefonds
LFIS Vision UCITS – Premia is is an innovative alternative to traditional multi-asset investing. Rather than allocating across asset classes, which offer little diversification one versus another, LFIS’ strategy allocates across a range of uncorrelated premia. LFIS uses a risk premia framework to select, implement and risk manage opportunities across asset classes. The portfolio is allocated using an equal risk contribution framework, which attributes equal portions of the fund’s volatility budget to each underlying premia strategy, taking into account correlation.
While many premia strategies only offer exposure to academic premia embedded in traditional asset classes, LFIS’ advanced set-up and capabilities allow us to capture so-called style premia created by market flows, dislocations and regulatory constraints. The result is a highly diversified, market-neutral fund that seeks to deliver maximum diversification and strong, uncorrelated risk-adjusted returns.