Asset Allocation

Academic research findings and their practical implementation clearly show that certain active risk and asset management strategies generate additional returns for the investor.

These strategies generally take advantage of medium- and long-term developments in the real economy and financial markets. IQAM Invest Yield Projection models cover precisely these medium- and long-term developments. Yield prognoses for shares, bonds, commodities and currencies are made on a monthly or weekly basis.

The volatilities and correlations of these asset classes in relation to one another are also calculated using a method of exponentially weighted moving averages (the so-called EWMA method). The yield projections are based on proprietary models developed by IQAM Invest, which are characterised by their high transparency and comprehensibility. Further, the latest empirically validated academic research findings are put into practice.


Asset allocation strategies are offered for:

  • Asset allocation with benchmark orientation
  • Asset allocation with total return orientation
  • Asset allocation with value guarantee
Important information

The content given shall only be used as for informational purposes and does not depict an offer or a recommendation to buy or sell financial products. It also does not include any requests to submit such an offer nor was it prepared with the intention of issuing legal or tax advice. The value of financial instruments is subject to fluctuation and can therefore rise and fall. Financial instruments which are denominated in foreign currencies can experience negative effects on the return if the currency fluctuates.  The strategies described here can also be changed without any prior announcement. This content was prepared to the best of our knowledge. Possible errors and falsities excepted.