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Expected Risk Reduction: up to 35%

Inception: 11/01/2000

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Absolute Return Strategies

Overview and Applications

We construct Intech® absolute return strategies to deliver positive returns over time, with low correlation to traditional and alternative asset classes and equity drawdown protection. Building on our adaptive volatility equity platform, we add futures and cash to provide multi-asset-like outcomes. Our clients use these strategies to address a wide range of needs:

  • Offer your DC participants low-cost alternatives exposure with daily liquidity
  • Tap high capacity, transparent alternatives for custom glide-paths designs
  • Access a liquid, equity-based alpha source while reducing equity correlation
  • Diversify overall portfolio to reduce drawdowns and enhance return
  • Avoid timing-dependent absolute return processes

We employ one process across five investment platforms, including our absolute return platform. Platforms differ by risk-return objective – relative or absolute. Platform strategies differ by benchmark and/or risk budget.

Latest Insights

A European Taste for Volatility...

June 8, 2018

Why is Absolute Return so Absolutely Painful?

May 23, 2018

Why Equities for Absolute Return?

Whitepaper

Can You Hide From The Bogey Man?

Whitepaper

Can Absolute Return Protect Against the Comeback of Volatility?

Whitepaper

#7/Global Equity Quant Manager by AUM1

#5/Absolute Risk Quant Manager by AUM1

30+/Year Investing Heritage

$51/Billion U.S. Dollars of Assets Under Management1

Why Intech® for Absolute Return?

Get Daily Liquidity

We can offer you daily liquidity and reporting because our strategy uses liquid securities: equities, futures and cash. Our absolute return strategies do not impose any gate provisions –no withdrawal limitations or redemption period restrictions.

Keep More of Your Returns

Our absolute return platform is a product line extension and avoids costly investments in talent, esoteric securities and complex processes. We pass on these savings to our clients.

Know What You Own

You want to know what your managers are doing and how they’re doing it. We agree with you. We can offer you full transparency to holdings and transactions. And our innovative Trading Profit Attribution offers you proprietary tools to monitor performance results.

Filter Resources

MSCI Canada Index

Intech® Canadian
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI Emerging Markets Index

Intech® Emerging Markets
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: Available

MSCI Europe Index

Intech® European
Adaptive Volatility (EUR)

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: Available

MSCI Europe Index

Intech® European
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 3-4%

Inception: 2010-01-01

MSCI Europe Index

Intech® European
Low Volatility (EUR)

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI All Country World Index

Intech® Global All Country
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 45%

Inception: 2014-10-01

MSCI All Country World ex Australia Index

Intech® Global All Country
Adaptive Volatility ex Australia

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2013-10-01

MSCI All Country World ex USA Index

Intech® Global All Country
Adaptive Volatility ex U.S.

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 50%

Inception: Available

MSCI All Country World ex Japan Index

Intech® Global All Country
Core ex Japan

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2015-10-01

MSCI All Country World ex U.S.A. Index

Intech® Global All Country
Core ex U.S.

Platform: Core Equity

Expected Tracking Error: 2.25-3.25%

Inception: 2014-07-01

MSCI All Country World Index

Intech® Global All Country
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1-1.5%

Inception: 2011-11-01

MSCI All Country World Index

Intech® Global All Country
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 60%

Inception: Available

MSCI All Country World ex USA Index

Intech® Global All Country
Low Volatility ex U.S.

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI World High Dividend Yield Index

Intech® Global Income
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: Available

MSCI Kokusai (World ex Japan) Index

Intech® Global Large Cap
Core ex Japan (Kokusai)

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2009-05-01

MSCI World Index

Intech® Global
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2014-07-01

MSCI World Index

Intech® Global
Adaptive Volatility (EUR)

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2014-07-01

MSCI All Country World Index

Intech® Global
All Country Core

Platform: Core Equity

Expected Tracking Error: 2.25-3.25%

Inception: 2013-05-01

MSCI World Index

Intech® Global
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1.25-1.5%

Inception: Available

MSCI World Index ex Australia

Intech® Global
Enhanced Index ex Australia

Platform: Enhanced Equity

Expected Tracking Error: 1.25-1.5%

Inception: Available

MSCI World Index

Intech® Global
Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 1.5-2.5%

Inception: 2015-05-01

MSCI World Index

Intech® Global
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 2.5-3.5%

Inception: 2005-01-01

MSCI World Index

Intech® Global
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: 2012-01-01

MSCI EAFE Index

Intech® International
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 45%

Inception: Available

MSCI EAFE Index

Intech® International
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 3-4%

Inception: 2006-11-01

MSCI EAFE Index

Intech® International
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI USA Index

Intech® Large Cap
Core U.S.A.

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2012-08-01

Citigroup 3-Month T-Bill Index

Intech® U.S. Absolute Return

Platform: Absolute Return

Leverage: No

Inception: 2017-07-01

Russell 1000 Index

Intech® U.S.
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: 2013-06-01

Russell 1000 Index

Intech® U.S.
Broad Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 2-2.25%

Inception: 2001-04-01

Russell 1000 Growth Index

Intech® U.S.
Broad Large Cap Growth

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 2000-11-01

Russell 1000 Value Index

Intech® U.S.
Broad Large Cap Value

Platform: Core Equity

Expected Tracking Error: 1.8-2.3%

Inception: 2004-08-01

S&P 500 Index

Intech® U.S.
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1.35-1.5%

Inception: 1998-04-01

S&P 500 Index

Intech® U.S.
Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 2-2.25%

Inception: 1987-07-01

S&P 500 Index

Intech® U.S.
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 2001-08-01

S&P 500 Growth Index

Intech® U.S.
Large Cap Growth

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 1993-07-01

Russell 1000 Index

Intech® U.S.
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 45%

Inception: 2012-08-01

Intech® Bespoke Solutions

Construct a customized solution to fit your benchmark, return objectives or risk budget.

Contact Intech®

Ask about how you can harness volatility to address your challenges.

1. Assets under management and ranks are based on data reported to the eVestment Alliance databases as of March 31, 2018, and included all institutional active equity strategies where the primary investment approach is equal to “quantitative.” The number of managers included those with at least one strategy in each group. This group included 129 managers in global quantitative and 48 managers in low volatility quantitative. Information is current as of the date shown and may change at any time.

Past performance is no guarantee of future results. Investing involves risk, including possible loss of principal and fluctuation of value. There is no guarantee that any investment strategy will achieve its objectives, generate profits or avoid losses. There is no guarantee an absolute-return strategy will achieve its long-term objective or achieve positive absolute returns during up or down markets. While these strategies target a specific risk objective, actual or realized results for longer or shorter periods may be materially higher or lower than the stated objective depending on market conditions.