Goldman Sachs Asset Management (GSAM) and Bloomberg have joined forces to introduce a suite of 21 alternative risk premia benchmark indices.
The Bloomberg GSAM Risk Premia Indices integrate Bloomberg’s systematic strategies research know-how with the research insights from the Quantitative Investment Strategies team of GSAM.
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The indices also include feedback from asset owners as well as consultants.
Available via Bloomberg Terminal, the indices are said to be replicable and transparent.
They represent investment styles for which there is practitioner consensus, noted Bloomberg.
Alternative risk premia strategies aim to provide return diversification, liquidity, transparency, systematic exposure and cost efficiency to investors.
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By GlobalDataGSAM Quantitative Investment Strategies group managing director and co-head of research, portfolio management and portfolio construction for the Alternative Investment Strategies (AIS) team Matthew Schwab said: “These indices are designed to do for alternative risk premia what market capitalisation has done for equities—provide a benchmark based on consensus definitions against which manager performance can be measured.
“By being transparent and replicable, these indices can be used both to understand performance as well as to provide low-cost beta to the asset class.”
Last year, BNY Mellon tapped Bloomberg to enable access to its data and analytical workflow tools through Bloomberg AIM.
The partnership combines Bloomberg’s portfolio management, trading and compliance solution with the American asset manager’s data, analytics, and servicing functions.
Meanwhile, in a key development last year, GSAM picked a passive, non-voting minority equity stake in Canada’s Slate Asset Management.
Slate plans to develop its platform and increase its investments in businesses and investment strategies through the infusion.
