menu
 

Institutional Solutions

Partnering with Institutional Investors in Pursuit of Better Outcomes

Our sophisticated strategic asset-allocation research, analytics and solutions empower institutional investors to design better portfolios and—ultimately—help achieve better outcomes

Partnering with Clients

Strategic Insights

Distinctive perspectives that help institutional investors navigate a dynamic landscape, including:
 

  • The capital market outlook
  • Portfolio design implications
  • Industry changes & evolution
Analytics

Quantitative tools to enable the modelling of strategic trends and inform portfolio construction decisions:
 

  • AB Capital Markets Engine
  • Alphalytics
  • AB Robust Optimizer
Solutions

Effective client solutions delivered through a diverse array of implementations, including:
 

  • Model portfolios
  • Outcome-oriented Pooled Portfolios
  • Custom strategies

Strategic Insights

A Preliminary Language for a Post-Global World

This book sets out what we see as the key issues facing asset owners in the macro environment, and shares the outlook for capital markets, strategic allocation and the future of the investment industry. It will also explore how the next ten years are likely to be very different from the 1980–2020 period.

REQUEST THE BOOK

Analytics

Asset Allocation Investment Models and Tools

Our tools provide differentiated perspectives and insights to support asset allocators.

Capital Markets Engine

Review Assumptions and Asset Allocation
 

Strategic asset allocation modeler that:

  • Performs simulations over horizons up to 50 years and across 10,000 different economic scenarios
  • Builds forecasts by modeling the underlying building blocks that help to drive return, including economic (e.g. inflation) and capital market factors (e.g. book-to-price)
  • Models various strategic portfolio designs to compare expected outcomes
  • Allows testing of new exposures and adjustment of strategic portfolio designs as long-term capital market conditions evolve

Alphalytics

Review Manager Alpha/Factor Composition
 

Assesses Idiosyncratic Alpha to:

  • Identify active strategies offering non-replicable returns that are “worth” their fee
  • Select managers most likely to outperform, with higher “hit rates” than those chosen on historical returns
  • Understand each manager’s true factor exposures and identify those that consistently deliver required style tilts
  • Combine managers effectively, boosting expected return by managing aggregate holdings factor exposures and using idiosyncratic alpha at the fund level

Robust Optimizer

Optimize for a More Effective Portfolio
 

Asset allocation optimization tool that:

  • Translates our evolving capital market assumptions (strategic and tactical) into asset allocation outputs
  • Has the flexibility to incorporate specific client objectives and preferences in the construction of asset allocation
  • Creates holistic investment solutions that incorporate a full range of return streams, including broad asset class betas, factors and active alpha streams

The value of an investment can go down as well as up and investors may not get back the full amount they invested. Capital is at risk. There is no guarantee that any investment objectives will be achieved.

Solutions

Case Study: Partnering to Build a Managed Equity Solution

Collaborative analysis and engagement with a sovereign wealth fund.

Client Problem
 

  • Client allocates to 7 different active equity managers
  • Believes in active security selection alpha and giving managers freedom to achieve objectives
  • Not only should each manager demonstrate skill, they should offer lower correlations and diversification with each other

Client is Seeking…
 

  • Differentiated sources of security selection alpha
  • Can enhanced macro-level management lead to better outcomes?

Analysis of client’s portfolio using Alphalytics to measure:

  • Excess Returns
  • Strategy Correlations
  • Factor Exposures
  • Factor Return Contributions
  • Risk Characteristics
  • Alpha Characteristics

Partner to Build Solution
 

  • We partner across AB to access differentiated investment capabilities and return sources to build client solution
  • Proprietary tools and research provide a holistic view of client’s total portfolio. Our solution is updated to adjust managers, tilt factor & thematic exposures and retain complementary characteristics

Multi-Sleeve Managed Equity Solution:
 

  • Optimal Alpha—Optimized (for diversification) sleeve allocates to the strongest AB idiosyncratic alpha sources
  • Thematic Opportunities—Allocates to emerging and attractive investment themes
  • Tactical/Completion—Flexible and dynamic sleeve reflects changes in the attractiveness of different factors and equity regions. It also directly considers of the client’s wider equity portfolio.

The Institutional Solutions Team

Inigo Fraser Jenkins 
Investment Strategist

Alla Harmsworth
Investment Strategist

Robertas Stancickas
Senior Research Associate

Research Library

This is a marketing communication. This information is provided by AllianceBernstein (Luxembourg) S.à r.l. Société à responsabilité limitée, R.C.S. Luxembourg B 34 305, 2-4, rue Eugène Ruppert, L-2453 Luxembourg. Authorised in Luxembourg and regulated by the Commission de Surveillance du Secteur Financier (CSSF). It is provided for informational purposes only and does not constitute investment advice or an invitation to purchase any security or other investment. The views and opinions expressed are based on our internal forecasts and should not be relied upon as an indication of future market performance. The value of investments in any of the Funds can go down as well as up and investors may not get back the full amount invested. Past performance does not guarantee future results. 

This information is directed at Professional Clients only and is not intended for public use.

© AllianceBernstein L.P.