Why one DFM has started insuring its portfolios with derivatives


Asset Allocator is always interested in finding out how, why and when DFMs go about protecting portfolios from downside risk in a world of uncertainty.

The folks at Brown Shipley, part of the gaggle of private banks owned by Quintet Group, told Asset Allocator they have taken out an ‘equity insurance instrument’ to shield clients should things turn sour in markets. 

So far, of course, this is yet to materialise, but chief investment officer Daniele Antonucci would rather be safe than sorry. 

“It’s a derivatives strategy, so if there was a drawdown that occurs until the end of the year, it goes through the US election and is for both US and European equities,” he said. “If it goes below the level at when we bought it, then we would have an offset in the portfolio – a partial offset.” 

“That is a tactical overlay that allows us to stay fully invested to carry forward our equity exposure. So essentially, it’s a way to prepare for scenarios outside your base case.”

Another way he aims to protect portfolios from geopolitical risk is through a sizeable position in broad commodities of around 3 per cent. We say sizeable because the average among the allocators we cover is a mere 0.7 per cent, with most allocators inclined to stay out of this asset class altogether.



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