Strategy: Trendrating EURO 30 – 2
Benchmark: EURO STOXX 600
Current Holdings: 30 Large Cap Stocks
Rebalance: Monthly
Markets: France, Germany, Italy, Spain
Currency: EUR
Data as of: 01/02/2021
Strategy | Benchmark | Difference | |
---|---|---|---|
1 month | +4.22% | -0.68% | +4.91% |
3 months | +30.37% | +15.69% | +14.69% |
YTD | +2.92% | -0.80% | +3.71% |
12 months | +30.50% | -5.20% | +35.70% |
Inception annualized (10 years) | +18.46% | +4.11% | +14.35% |
The management of equity portfolios can be performed on a discretionary basis, a systematic basis or a combination of both approaches. Systematic portfolio management is gaining traction as it often provides better returns, lower deviation from an expected outcome, improved discipline and control, full transparency and consistency of the rules governing investment decisions and at the same time drive down operational costs.
Systematic management can easily fit into most investment strategies (value, growth or contrarian) as the starting point is the universe of stocks that satisfy the defined qualitative or quantitative criteria. The systematic approach can then be used to decide the selection and timing of investments to maximize the alpha.
The underlying models are usually tested across years of history to validate the added value they can generate across different market cycles (bull trends, bear trends, ranging phases, high and low volatility) and across a large number of securities. After the testing phase, a real-life validation is required to confirm the quality of the models.
However, the performance of a systematic strategy over time is only as good as the models used.
Already using systematic?
Contact us to see if our solution can add extra value to your existing market neutral strategies. We will be happy to test for you following your investment guidelines and constraints.
New to systematic?
Contact us to learn how you also can benefits from a systematic approach. We will be happy to provide you some tailored strategies examples.
Trendrating provides a well proven solution to investors interested in systematic management of equity portfolios.
Best practice suggests using models that have been extensively tested across at least 6 different market cycles and on different equity markets and a large statistical sample of securities.
MODEL + TESTING AND MANAGEMENT PLATFORM = TRENDRATING UNIQUE SOLUTION
1. Our proprietary, sophisticated model generates alpha via trend capture.
2. The software is based on a high-performance engine to leverage the model via building, testing, optimizing and managing an investment strategy.
Do not waste time.
Contact us and quickly see how our strategy management solution can deliver more value to your business.