Our Total Return Management team focuses on the development and implemantation of quantitative investment strategies with a total return character. These are characterised by an asymmetric risk/return profile, low volatility and – depending on the strategy – a lower value limit defined in advance.

One speciality of our team is the combination of managed option strategies with the DyMACS model. DyMACS stands for Dynamic Market Adaptive Combined Scoring model, a special method developed by ourselves to analyse the markets. This model combines classical approaches used in modern public economics with approaches based on behavioural finance to forecast market developments. The market assessment resulting from this model serves as the foundation for determining the various parameters within the option strategies.

Fund solutions

• Berenberg DyMACS Fixed Income Market Neutral UI (I)
• Berenberg DyMACS Equity Enhanced
• Berenberg Funds - DyMACS Equity Protected Floor 

The team is also responsible for a successful multi-asset strategy. The core of this strategy is an actively managed equity ratio on the basis of the DyMACS model. Apart from various bond investments, the portfolio is also fine-tuned with the help of market neutral option strategies and an investment into gold.

Fund solutions

• Berenberg Funds IV - DyMACS Multi Asset Total Return

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