Finreon World Equity Multi Premia® Defensive

Finreon World Equity Multi Premia® Defensive invests in approximately 1'000 of the largest developed world (excluding Switzerland) stocks. The approach combines the risk reduction of a minimum variance portfolio with return optimization through systematic factor exposure. While reducing the variance of the portfolio, the approach allows through investment in different long-only strategies to harvest not only the market beta and low risk factor, but also six other empirically proven, long term return sources (so called factor premia): Value, Size, Momentum, Residual Momentum, Reversal and Quality.  The total risk born by the investor is similar to a  global equity investment in foreign currency, which is unhedged respectively hedged into CHF. The fund is exempt from the US withholding tax and only available for Swiss occupational pension funds (2nd Pillar).