🇺🇸 S&P 500 iVaR Portfolio
🇺🇸 S&P 500 iVaR Portfolio
🇺🇸 S&P 500 iVaR Portfolio
Behold the prowess of American equity through our S&P 500 iVaR Portfolio. Our dedicated optimisation focuses on the S&P 500 equities, utilising the innovative InvestSuite Value at Risk (iVaR) to mitigate drawdowns, offering a precise and cost-effective representation of US market potential.
Behold the prowess of American equity through our S&P 500 iVaR Portfolio. Our dedicated optimisation focuses on the S&P 500 equities, utilising the innovative InvestSuite Value at Risk (iVaR) to mitigate drawdowns, offering a precise and cost-effective representation of US market potential.
Behold the prowess of American equity through our S&P 500 iVaR Portfolio. Our dedicated optimisation focuses on the S&P 500 equities, utilising the innovative InvestSuite Value at Risk (iVaR) to mitigate drawdowns, offering a precise and cost-effective representation of US market potential.
Results
Performance
The value of optimising to reduce the depth, breadth and duration of drawdowns (iVaR) is clearly visible as the InvestSuite portfolio offers a much less volatile “ride” for the investor’s portfolio than the market-cap weighted S&P500. 2018 and 2022 are two particularly exemplative years.
The benchmark used for this backtest is the market-cap weighted S&P500 (LS&PCOMP).
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 as the InvestSuite portfolio offers a much less volatile “ride” for the investor’s portfolio than the market-cap weighted S&P500. 2018 and 2022 are two particularly exemplative years.
The benchmark used for this backtest is the market-cap weighted S&P500 (LS&PCOMP).
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 as the InvestSuite portfolio offers a much less volatile “ride” for the investor’s portfolio than the market-cap weighted S&P500. 2018 and 2022 are two particularly exemplative years.
The benchmark used for this backtest is the market-cap weighted S&P500 (LS&PCOMP).
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. Optimise 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 64 days less than the benchmark under that “telephone line” over the backtest period.
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. Optimise 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 64 days less than the benchmark under that “telephone line” over the backtest period.
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. Optimise 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 64 days less than the benchmark under that “telephone line” over the backtest period.
The benchmark.
The benchmark used for this backtest is the market-cap weighted index of the S&P500 (LS&PCOMP).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the LS&PCOMP list.
The portfolio is rebalanced monthly.
No instrument can represent more than 5% 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 index of the S&P500 (LS&PCOMP).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the LS&PCOMP list.
The portfolio is rebalanced monthly.
No instrument can represent more than 5% 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 index of the S&P500 (LS&PCOMP).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the LS&PCOMP list.
The portfolio is rebalanced monthly.
No instrument can represent more than 5% of the total portfolio.
All the settings can be found in the JSON.