Quantitative Investments
abrdn has been successfully managing quantitative investment strategies since 2005. We offer systematic, rules-based solutions that enable investors to implement their own long-term investment strategy.
Risk warning
The value of investments, and the income from them, can go down as well as up and an investor may get back less than the amount invested. Past performance is not a guide to future results.
Beyond indexation
abrdn has over a decade’s experience in quant-based strategies. Having launched our first indexation strategies in 2005, we have since developed a range of solutions to achieve excess return in a consistent and efficient way.
Environmental, social and governance (ESG) considerations are embedded throughout our investment process to enhance returns, mitigate downside risk and support our role as responsible investors.
Factor driven approach
We focus on ‘factor premia’ – stock characteristics shown to be persistent drivers of excess return, such as value, quality, momentum and low volatility. Our BETTER Beta range uses factor ‘tilts’ to target above-benchmark returns without additional risk. Our SMARTER Beta strategies concentrate factor exposure to maximise risk-adjusted return.
Our DISCOVER Alpha strategy uses artificial intelligence with the aim of beating market returns through dynamic factor timing.