Absolute return multi-factor risk premia

Absolute return multi-factor risk premia

Mandates which aim to generate returns from style premia, for example, value and momentum.
 AMC per annum (£,000)
 £25mn£50mn£75mn£100mn£125mn£150mn£175mn£200mn£225mn£250mn
 
AMC top quartile
2635257501,0001,2501,5001,7502,0002,0002,000
 
AMC median
2004006008001,0001,2001,4001,6001,6001,600
 
AMC bottom quartile
1813635446508139751,1381,3001,3001,300

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Absolute return multi-factor risk premia

Mandates which aim to generate returns from style premia, for example, value and momentum.
 OCF per annum (£,000)
 £25mn£50mn£75mn£100mn£125mn£150mn£175mn£200mn£225mn£250mn
 
OCF top quartile
3046088741,1651,4561,7482,0392,3302,3302,330
 
OCF median
2384757139201,1501,3801,6101,8401,8401,840
 
OCF bottom quartile
2194386568151,0191,2231,4261,6301,6301,630

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Mandates which aim to generate returns from style premia, for example, value and momentum.