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Cfs Fc-acadian Global Managed Vol Eqty (0P0000YXPZ)
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Acadian Wholesale Global Managed Volat
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0P0000YXPZ Overview
On this page you'll find an in-depth profile of Cfs Fc-acadian Global Managed Vol Eqty. Learn about the key management, total assets, investment strategy and contact information of 0P0000YXPZ among other information.
Investment Strategy
The option’s investment strategy is based on building a diversified equity portfolio that aims to provide returns similar to those of the Global equity market but with lower absolute volatility than the Global market over the full market cycle. The option aims to exploit the ‘low volatility anomaly’, the historical pattern in which higher volatility stocks have underperformed lower volatility stocks on a risk adjusted basis. The initial consideration is overall portfolio risk; in addition to the Acadian alpha model. The option is unhedged.
Contact Information
Address
201 Sussex Street
Sydney,NSW 2000
Australia
Sydney,NSW 2000
Australia
Phone
+61 2 93782000
Fax
+61 02 9118 7192
Top Executives
| Name | Title | Since | Until |
|---|---|---|---|
| Mark P. Roemer | Portfolio Manager | 2021 | Now |
| Biography | Mark joined Acadian in 2017 and is a member of the Managed Volatility Team. Prior to Acadian, he was a portfolio manager and director with Allianz Global Investors, where he managed and conducted research on a number of quantitative equity strategies as part of the firm’s systematic team. He previously worked at Barclays Global Investors as a principal and U.S. equity product manager. Mark has an M.S. in engineering from Stanford University in their joint master’s program between the College of Engineering and Stanford Business School, a M.S. in finance from the London Business School, and a B.S. in mechanical engineering from Virginia Tech. | ||
| Brendan O. Bradley | Executive Vice President, Chief Investment Officer | 2018 | Now |
| Biography | Brendan joined Acadian in 2004 and is the firm’s Chief Investment Officer. Brendan previously served as Director of Portfolio Management, overseeing portfolio management policy, and also as the Director of Acadian’s Managed Volatility strategies. Brendan is a member of several oversight committees at Acadian, including the Board of Managers, Executive Management Team, Executive Committee, and Responsible Investing Committee. Prior to Acadian, Brendan was a vice president at Upstream Technologies, where he designed and implemented investment management systems and strategies. | ||
| Dan M. Le | Vice President | 2015 | Now |
| Biography | Dan joined Acadian in 2011 and is a Portfolio Manager on Acadian’s Managed Volatility Team. She previously worked within the Portfolio Construction and Trading Group, where she was responsible for rebalancing and trading portfolios. Dan also specialized in portfolio construction and simulation-based research, primarily for Managed Volatility strategies. Prior to joining Acadian, she worked for Arrowstreet Capital as a trade compliance associate. Dan earned a B.A. in psychology from Brown University. She is a CFA charterholder and a member of CFA Society Boston. | ||
| Mark J. Birmingham | Senior Vice President | 2013 | Now |
| Biography | Mark Birmingham joined Acadian in 2013 and is the Lead Portfolio Manager for Acadian's Managed Volatility strategies. Before joining Acadian, he was a vice president and quantitative analyst within the quantitative investment group at Wellington Management Co. Mark also served as director, U.S. equity sales and trading at Nomura Securities International, Inc. He earned an A.B. in computer science from Princeton University. Mark is a CFA charterholder and a member of CFA Society Boston. | ||
| Michele Goe | - | 2018 | 2023 |
| Biography | Michele joined Acadian in 2018 and is an analyst on the Managed Volatility Team. Prior to joining Acadian, she worked as a quantitative trader at Quantopian where she was responsible for developing and refining investment models while also managing front, middle, and back office operations for a number of portfolios. Michele also previously held the role of post-doctoral associate at Rochester Institute of Technology, where she was focused on local search optimization techniques, materials scarcity forecasting, and transformation of raw unstructured data for use in predictive models. Michele holds a Ph.D. in material science from Rochester Institute of Technology, as well as a M.S.E. in operations research from the University of Michigan and a B.S.E. in mechanical engineering (University Honors) from the University of Michigan. | ||
| Sean Geary | - | 2018 | 2023 |
| Biography | Sean is a member of the Managed Volatility Team and joined Acadian in 2015. Before joining the Managed Volatility team, he was a member of the Top Down team focused on FX research. Prior to joining Acadian, Sean was a vice president in Investment and Risk Research at State Street Global Exchange where he provided analytical and advisory services including optimal FX hedging, strategic asset allocation, and risk-driven investment strategies. Sean earned an M.B.A. from Boston College, an M.S. in mechanical engineering from Boston University, and a B.S. in physics from James Madison University. Sean is a CFA charterholder and a member of the CFA Society Boston. | ||
| Ryan D. Taliaferro | Senior Vice President, Director, Investment Strategies | 2012 | 2018 |
| Biography | Ryan joined Acadian in 2011 and currently serves as director of investment strategies. | ||
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