Bottom-up quant GTAA investment strategy designed to get a long-term consistent return by identifying the most consistent global market trends and smoothly adapting to them.
To be able to preserve capital in uncertain and volatile markets while accessing global opportunities both geographically and thematically.
Selecting the best asset-class opportunities regarding momentum, controlling individual and combined risk at the same time by analysing their correlations through adaptative clustering techniques.
Systematic methodology that classify global funds universe after a quantitative & qualitative analysis. Grouping similar funds into opportunities, providing a ranking from each opportunity's funds.
| Portfolio | Benchmark | Cash EUR | |
|---|---|---|---|
| Total Return | 259.0 % | 157.9 % | 50.0 % |
| Annualized Return | 5.1 % | 3.7 % | 1.6 % |
| Annualized Volatility | 5.3 % | 7.6 % | 0.1 % |
| Annualized Sharpe | 1.0 | 0.5 | 10.7 |
Our GTAA strategy and the chameleon share 4 essential features which have allowed them to be long-lasting survivors:
Adapts to markets to preserve investors capital.
Takes investment decisions 100% based on data.
Dynamic risk reduction through volatility limits and a loss-prevention mechanism.
Reaches and profits from a rich funds universe.
Predefined Volatility Limits
Loss Prevention Mechanism
Daily Adaptation
Market Scenarios Analysis
Through an optimised process, historical stronger survivors are selected out of more than 28.000 funds to form the universe. Thus, the strategy profits from each fund's manager expertise and way of seeking alpha.
Defining the investment opportunities based on our own quant funds analysis and risks & benefits.
Set of funds that look for the same purpose and show high similarity.
Selection of the funds that have proved stronger historical performance out of each opportunity.
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