Asset management on a real-return basis

Protect your capital against structurally higher inflation

WorldView optimises not against a nominal benchmark but against loss of purchasing power. Two solutions for pension funds, family offices and ANBI's: the Real Return Mandate and a portfolio with an integrated inflation objective — with a CPI+ target and full independence.

22%
Cumulative inflation Netherlands 2022–2025 (CBS)
−23%
Real loss of purchasing power for bond investors 2021–2025
CPI+
Mandate objective: preserving purchasing power as the starting point, not a nominal benchmark

One discipline. Two mandates.

Preserving purchasing power is the core. The application differs by audience — in CPI+ target, risk budget, governance and cost structure.

Pension funds

Preserving purchasing power under the WTP. A CPI+ mandate built from the real target pension pot, not from a nominal benchmark.

  • CPI+ target
  • CVaR as operational guideline
  • Portfolio with integrated inflation objective available
More on pension funds

Family Offices

Protect permanent capital against erosion of purchasing power. A direct, liquid and tax-efficient mandate with a measurable real objective.

  • CPI+ net as mandate objective
  • Liquid segregated account
  • Own custodian bank
  • Tax-efficient
More on family offices

ANBI's & endowment funds

Preserve purchasing power, spend annually and meet the tightened ANBI rules. One mandate integrating return, costs and accountability.

  • CPI+ target per schaalgrootte
  • Annual spending justification included
  • Management fees as % of spending budget
  • Segregated account or fund structure
More on ANBI's

This is a regime change, not a temporary episode

Four structural forces are converging. The portfolio that worked over the past decade does not protect your purchasing power in this regime. The 60/40 hedge mechanism no longer works with sustained inflation above the ECB target.

5,1%
Average annual inflation Netherlands 2022–2025
01

High government debt

Tolerating inflation is politically more attractive than austerity. Financial repression erodes the real debt burden without visible cuts.

02

Energy & commodities

The energy transition and geopolitical fragmentation raise the structural cost level. Commodity-intensive investment is inflationary.

03

Defence spending

Structurally higher defence budgets are debt-financed and do not directly raise productivity. Additional pressure on debt and prices.

04

Monetary accommodation

Central banks can keep rates below inflation. Historical precedent: US 1942–1951 and Japan 2022–2024 (yield curve control).

Seven features that make our mandate fundamentally different

One objective — preserving purchasing power — translated into one integrated mandate. No layered structure, no hidden costs, no opaque models.

1

Actuarial and financial models combined

Mean-CVaR (Conditional Value at Risk) optimisation and our patented Weighted Risk Metric model: we steer simultaneously on the probability of negative real return and on the probability of missing your objective — sharper than a classic Markowitz optimiser.

2

Purchasing power as the benchmark instead of nominal return

The portfolio is optimised relative to target assets, taking inflation into account.

3

Tested against thousands of scenarios, in every regime

Monte Carlo simulation over a long horizon, conditioned on the economic climate: high inflation, stagflation, deflation. You see in advance how robust your portfolio is and the probability of preserving purchasing power, rather than volatility alone.

4

From total portfolio to individual participant

A complete package for Defined Benefit (DB) and Target Defined Contribution (TDC), applicable to pension funds and calculated through to the individual participant.

5

Independent and free from conflicts of interest

Implementation via index products and direct equities. No house funds, no shelf fees, no performance fees. Maximum tax advantage.

6

One integrated, independent mandate

SAA (Strategic Asset Allocation), TAA (Tactical Asset Allocation) and risk management in one place, with an explicit CVaR risk budget. No external sub-managers. One interest, parallel to that of your board.

7

30+ years of experience each among the four founders

Former Managing Directors at Morgan Stanley, Head of Equities at PVF, two mathematics PhDs.

Experienced specialists

Founders with 30+ years of institutional experience each. Two mathematics PhDs lead portfolio construction.

FF

Frits Fiene

CEO / CIO

RBA.

Former Head of Equities PVF (third-largest Dutch pension fund).

Executive Director Morgan Stanley, European pension reorganization.

EL

Epco van der Lende

Quantitative Research

PhD Mathematics.

Former Managing Director Morgan Stanley.

Portfolio manager First Sentier Singapore (2012–2023).

ALM, quantitative risk management.

JB

Jan Baars

Quantitative Solutions

PhD Mathematics / Actuary AG.

Former Executive Director Morgan Stanley.

Portfolio manager First Sentier Singapore (2012–2023).

Multi-asset solutions, ALM.

JP

Joost Pielage

COO

MSc macroeconomics.

Founder Amstel Securities.

Compliance, legal, organisation and administration.

RB

Rob Beemster

Institutional Relations

Former Director ING — 32 years FX trading and institutional sales to central banks, sovereigns and interbank.

Owner Barcelona Valuta Experts.

Papers by audience

Download the detailed paper for your audience. Including mandate structure, cost justification, methodology and governance information.

Pension funds

CPI+ mandate, portfolio with integrated inflation objective, WTP positioning, Mean-CVaR methodology and institutional governance.

Download paper

Family Offices

Real return mandate, segregated account, spending rule modelling, tax optimisation and cost comparison.

Download paper

ANBI's & Foundations

Preserving purchasing power, spending justification, ANBI rules compliance, scale-specific mandates and cost structure.

Download paper

Let's talk

We are available for a no-obligation introductory meeting with your board, investment committee or executive team. Contact us to discuss the options.