Societe Generale and Lombard Odier Investment Managers collaborate to launch a tail risk hedging fund
Institutional investors can now benefit from long-term capital appreciation, particularly during periods of market stress.
Societe Generale, through its asset management division Societe Generale Investment Solutions (France) ("SG IS (France)"), as the management company and investment manager, has launched a new Tail Risk Hedging Fund, designed to provide institutional investors with capital appreciation over the long term and particularly in periods of market stress by being exposed to tail risk hedging and carry strategies. The fund is sub-managed by Lombard Odier Investment Managers (LOIM) and led by portfolio manager Arnaud Saint-Sauveur, a seasoned expert with a proven track record in managing tail-risk strategies.
Called the SG29 MAS – LOIM Tail Risk Fund, this new product aims to help institutional investors concerning their global exposure to financial markets during periods of heightened volatility and unpredictability, providing them with resilience, complementing their core allocations and supporting long-term portfolio stability.
The fund is based on the SG LOIM Tail Index, a proprietary index developed jointly by Societe Generale’s Quantitative Investment Strategies (QIS) platform, SG IS (France), and Lombard Odier Investment Managers. This index brings together Societe Generale’s expertise in structuring innovative fund solutions and quantitative strategies with LOIM’s deep experience in designing and managing defensive portfolios.
The launch marks a significant step in the collaboration between Societe Generale and Lombard Odier Investment Managers, combining the strengths of two leading financial institutions to deliver sophisticated risk management solutions.
The new fund will be available to professional and institutional investors through Societe Generale Investment Solutions (France) in France, Italy, the United Kingdom, Luxembourg, Sweden, Switzerland, and Germany.
This initiative reflects our commitment to innovation in quantitative solutions and to helping clients navigate always more complex markets. In today’s environment investors are increasingly looking for efficient ways to add tail protection to their portfolios. The fund aims to meet this demand by offering a cost-effective tool that complements core allocations and supports long-term portfolio stability.
Global Head of QIS at Societe Generale
We are honoured that Societe Generale has chosen to partner with LOIM for this fund, a testament to our expertise and proven track record in quantitative investment strategies. Periods of market turbulence require robust strategies. This fund aims to give investors confidence by offering protection against extreme downside scenarios, while mitigating the carry cost across market environments.
Managing Partner at Lombard Odier Group & Co-Head of LOIM