Dynagest specialises in portfolio insurance, and is regarded as a major player in the development and application of dynamic ratchet management in Switzerland. With over twenty years’ experience in this technique, it has acquired extensive know-how and contributed actively to its expansion and diversification, particularly in connection with equity risk management.
This purely quantitative approach, which is based on a risk allocation model, is implemented systematically in accordance with the model’s predetermined parameters. It involves dynamic management of the hedge ratio based on the movements observed in the underlying risky asset. The aim is to generate an assymetric return profile with a view to limiting downside risk, while retaining a significant participation in upside potential.
Dynagest manages mandates directly for institutional and professional clients. The direct mandate is a highly flexible and adaptable instrument. By allowing appropriate parameter settings of insurance portfolio principles, it evolves over time in response to changing client needs.
a proven track record since 2004 with leading institutional and bank clients in Switzerland
integration into pension funds
possibility of increasing investments in equities without incurring significantly higher risk
asymmetric yield profile
transparent costs and management process
flexibility in implementing and managing the various parameters.
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