Quantitative Investment

Creating portfolios that focus on the drivers of excess return.

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.

Focus on sustainability
At abrdn, we apply active ownership across all of our funds. We engage with all our active equity holdings and also vote on all our equity holdings.