EAP_SS20_BAM

BAM is an Equity Fund which invest's mainly in the Swiss and North-American market. The strategic asset allocation is 80% equities, 10% other high liquid assets and 10% cash. For the tactical asset allocation, BAM follows a minimum-variance approach. Means 80% of BAM's Fund are allocated in a mean-variance efficient way. Because of the current market turmoils, BAM holds 10% in cash. This provides more flexibility in the further course of the coming months. Especially, for Portfolio rebalancing which takes places quarterly. 10% of the remaining assets will be selectively invested by BAM's Asset Managers.