Navigating style volatility in equity markets

Date: Thursday, 2 May 2019
Where: Dexus Place, Level 5, 1 Margaret St, Sydney
Time: 12:15pm for 12:30pm start till 1:45pm (lunch included)
Cost: $15 members and $30 non-members


Equity managers have always been ‘classified’ by their broad style, which helps describe the way they invest. These styles are defined by a number of factors which the manager takes into consideration when choosing equity investments.

A manager’s investment style contributes to performance however the effectiveness of their style also depends on the prevailing investment environment.

Simon Elimelakh, Head of Investment Portfolio Analytics at NAB Asset Management will take you through his recently updated analysis of the style environment in global and Australian equity markets as well as actual investment manager case studies. While investors can often focus on performance or personnel when looking at equity managers, the influence of investment style should not be overlooked. Simon will also demonstrate the importance of style for determining managers’ compatibility and complementarity in building robust multi-manager portfolios.

CFA Society Sydney has determined that this event qualifies for 1 CE credit hour under the guidelines of the CFA Institute Continuing Education Program. If you are a CFA Institute member, use the member app to record your CE credit for your participation in this presentation. This is not done automatically.

Simon Elimelakh, CFA – Head of Investment Portfolio Analytics

Simon Elimelakh is NAB Asset Management Head of Investment Portfolio Analytics. Simon joined NAB AM (formerly MLC Investment Management) in February 2012 as Head of Investment Risk and Performance Analysis. He is a voting member and the alternate chair of the NABAM Investment Committee.

Simon has more than 25 years of investment experience in Australia having worked in senior roles for several major domestic and international funds management and consulting firms including Ibbotson Australia (Head of Strategy), BT Investment Management (Head of Quantitative Investment Strategies), Rothschild Asset Management (Head of Quantitative Analysis) and MSCI BARRA (Senior Consultant).

Simon has a Masters in Applied Maths from Moscow University for Railway Engineers. Simon is a CFA Charter holder, Fellow of FINSIA and a member of The Q-Group and CQA (Chicago Quantitative Alliance).