Zrosk Unconstrained Multi-Strategy is our absolute return strategy. This strategy is asset class agnostic and highly opportunistic. At Zrosk, we believe that the tradeable Nigerian market is too shallow to allow for sub-categorisation of investment mandates. This strategy therefore allows us to maximise our alpha opportunities and provide us with the inherent flexibility to capture them. The strategy is benchmark agnostic with very limited constrains around asset allocation.
The strategy relies on a very robust pre-investment, execution and post investment risk management. We believe that such a flexible investment strategy should be matched by a relentless focus on risk management.
The strategy targets absolute returns irrespective of the overall market direction.