Strategic Asset Allocation (SAA)

Return and risk in perfect harmony

In a structured "SAA" process, we support our clients in the development of a customized strategic asset allocation - because this essentially determines the long-term success of the institutional investment. In an intensive portfolio analysis, we check your asset allocation for weaknesses and optimization potential and identify attractive investment opportunities. If desired, we can also draw on our many years of experience in manager selection or dynamic asset allocation to make the best possible use of alpha potential or to utilize risk budgets more efficiently. As a result, our clients receive targeted recommendations for the long-term development of their investment planning. With numerous analysis tools, we provide our clients with a comprehensive understanding of the opportunities and risks of the target allocation for the coming years.

Our process in detail:

Specification of the target structure

We work with our clients to develop a complete overview of their individual investment objectives, including:

Return objectives and risk requirements
Investment restrictions
Sustainability criteria
Investment philosophy

Inventory analysis

An intensive analysis of the current status is an essential basis for the further optimization of the strategic asset allocation:

Comparison of the existing SAA with the targets
Identification of weaknesses in the existing SAA
Identification of optimization potentials 

Optimization of Strategic Asset Allocation

Identification of attractive investment opportunities
Data-based assessment of value creation potential from active management in relevant asset classes
Exploitation of alpha potential
Application of enhanced optimization techniques
Extensive analysis of our solution for a comprehensive understanding of opportunities and risks for the years to come

Optional: Integration of dynamic risk concepts

Management of asset allocation over time depending on the market situation

Avoidance of significant losses in value of asset allocation, especially in crisis years on the stock market
Improvement of the risk/return profile compared to a static asset allocation, e.g. with the help of the alphaport® strategy

Mandate structuring

Efficient implementation is an essential component of optimal strategic asset allocation. Therefore, we put a special focus on mandate design:

Derivation of individual mandate profiles
Targeted definition of benchmarks
Precise definition of the mix of active and passive management

Optional: Selection of active asset managers to leverage alpha potential as reliably as possible in the future.


Do you have any questions or would you like to make an appointment?

Please feel free to call or write us and we will get back to you in a timely manner.