🇪🇺 EURO STOXX50 iVaR Portfolio
🇪🇺 EURO STOXX50 iVaR Portfolio
🇪🇺 EURO STOXX50 iVaR Portfolio
Discover the core of European excellence with our EURO STOXX50 iVaR Portfolio. Spotlighting only the EURO STOXX50 equities and optimised with iVaR, this portfolio showcases an elite blend of efficiency and cost-effectiveness.
Discover the core of European excellence with our EURO STOXX50 iVaR Portfolio. Spotlighting only the EURO STOXX50 equities and optimised with iVaR, this portfolio showcases an elite blend of efficiency and cost-effectiveness.
Discover the core of European excellence with our EURO STOXX50 iVaR Portfolio. Spotlighting only the EURO STOXX50 equities and optimised with iVaR, this portfolio showcases an elite blend of efficiency and cost-effectiveness.
Results
Performance
The value of optimising to reduce the depth, breadth and duration of drawdowns (iVaR) is clearly visible in the performance chart. By better conserving capital over the first ten years of the portfolio’s life it is possible to achieve positive returns instead of flat returns.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The Portfolio must hold 100% of equities.
You can find more details on the portfolio and benchmark at the bottom of this page.
Yearly returns
The yearly returns clearly show that when using iVaR in the Portfolio Optimizer it is possible to offer a “smoother ride” to investors. iVaR was built on the premise that any instrument or portfolio providing strict monotonic growth (i.e. no losses) should be riskless, regardless of the speed or consistency of the growth. This matches the behavior of a cash savings account, which also increases monotonically in value over time, and is considered riskless by end investors.
Cumulative drawdowns
This shows the number of days the portfolio and benchmark have spent a certain level below their previous high-water mark.
Results
Performance
The value of optimising to reduce the depth, breadth and duration of drawdowns (iVaR) is clearly visible in the performance chart. By better conserving capital over the first ten years of the portfolio’s life it is possible to achieve positive returns instead of flat returns.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The Portfolio must hold 100% of equities.
You can find more details on the portfolio and benchmark at the bottom of this page.
Yearly returns
The yearly returns clearly show that when using iVaR in the Portfolio Optimizer it is possible to offer a “smoother ride” to investors. iVaR was built on the premise that any instrument or portfolio providing strict monotonic growth (i.e. no losses) should be riskless, regardless of the speed or consistency of the growth. This matches the behavior of a cash savings account, which also increases monotonically in value over time, and is considered riskless by end investors.
Cumulative drawdowns
This shows the number of days the portfolio and benchmark have spent a certain level below their previous high-water mark.
Results
Performance
The value of optimising to reduce the depth, breadth and duration of drawdowns (iVaR) is clearly visible in the performance chart. By better conserving capital over the first ten years of the portfolio’s life it is possible to achieve positive returns instead of flat returns.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The Portfolio must hold 100% of equities.
You can find more details on the portfolio and benchmark at the bottom of this page.
Yearly returns
The yearly returns clearly show that when using iVaR in the Portfolio Optimizer it is possible to offer a “smoother ride” to investors. iVaR was built on the premise that any instrument or portfolio providing strict monotonic growth (i.e. no losses) should be riskless, regardless of the speed or consistency of the growth. This matches the behavior of a cash savings account, which also increases monotonically in value over time, and is considered riskless by end investors.
Cumulative drawdowns
This shows the number of days the portfolio and benchmark have spent a certain level below their previous high-water mark.
Historical portfolio
With this interactive chart, you can explore the historical monthly portfolio holdings.
The telephone line
Our innovative risk measure - iVaR - is designed to optimise for drawdown reductions. This allows for portfolios with “smoother rides” while maintaining an equity allocation. By comparing our portfolio's cumulative drawdowns against the benchmark, you'll witness how our solution effectively minimises risk over time. Optimize your client’s portfolio for a smoother ride and stay above the 'Telephone Line'—that critical -20% drawdown point where client concerns surge, and they call you. With our approach, you optimise for smoother investment journeys and help your clients build confidence in their financial future.
As of 21 Aug 2023 the InvestSuite portfolio spent about half of the time of the benchmark under that “telephone line”, and, unlike the benchmark, never suffered a day below 50%.
The telephone line
Our innovative risk measure - iVaR - is designed to optimise for drawdown reductions. This allows for portfolios with “smoother rides” while maintaining an equity allocation. By comparing our portfolio's cumulative drawdowns against the benchmark, you'll witness how our solution effectively minimises risk over time. Optimize your client’s portfolio for a smoother ride and stay above the 'Telephone Line'—that critical -20% drawdown point where client concerns surge, and they call you. With our approach, you optimise for smoother investment journeys and help your clients build confidence in their financial future.
As of 21 Aug 2023 the InvestSuite portfolio spent about half of the time of the benchmark under that “telephone line”, and, unlike the benchmark, never suffered a day below 50%.
The telephone line
Our innovative risk measure - iVaR - is designed to optimise for drawdown reductions. This allows for portfolios with “smoother rides” while maintaining an equity allocation. By comparing our portfolio's cumulative drawdowns against the benchmark, you'll witness how our solution effectively minimises risk over time. Optimize your client’s portfolio for a smoother ride and stay above the 'Telephone Line'—that critical -20% drawdown point where client concerns surge, and they call you. With our approach, you optimise for smoother investment journeys and help your clients build confidence in their financial future.
As of 21 Aug 2023 the InvestSuite portfolio spent about half of the time of the benchmark under that “telephone line”, and, unlike the benchmark, never suffered a day below 50%.
The benchmark.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the EURO STOXX50 (LDJES50I) list.
The portfolio is rebalanced monthly.
No instrument can represent more than 20% of the total portfolio.
All the settings can be found in the JSON
The benchmark.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the EURO STOXX50 (LDJES50I) list.
The portfolio is rebalanced monthly.
No instrument can represent more than 20% of the total portfolio.
All the settings can be found in the JSON
The benchmark.
The benchmark used for this backtest is the market-cap weighted EURO STOXX50 (LDJES50I).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the EURO STOXX50 (LDJES50I) list.
The portfolio is rebalanced monthly.
No instrument can represent more than 20% of the total portfolio.
All the settings can be found in the JSON