🇪🇺 Stoxx600 iVaR Portfolio
🇪🇺 Stoxx600 iVaR Portfolio
🇪🇺 Stoxx600 iVaR Portfolio
Experience the essence of European diversity with our Stoxx600 iVaR portfolio. By exclusively centering on Stoxx600 equities and harnessing the capabilities of iVaR, our framework delivers a refined balance between risk and return, echoing the multifaceted spirit of Europe.
Experience the essence of European diversity with our Stoxx600 iVaR portfolio. By exclusively centering on Stoxx600 equities and harnessing the capabilities of iVaR, our framework delivers a refined balance between risk and return, echoing the multifaceted spirit of Europe.
Experience the essence of European diversity with our Stoxx600 iVaR portfolio. By exclusively centering on Stoxx600 equities and harnessing the capabilities of iVaR, our framework delivers a refined balance between risk and return, echoing the multifaceted spirit of Europe.
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 two years of the portfolio’s life, it has firmly regained its value of “1000€” in September of 2003 whereas the index will only reclaim it in December 2005 (only to lose it again in the great financial crisis).
The benchmark used for this backtest is the market-cap weighted Stoxx600 (LDJSTOXX).
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 two years of the portfolio’s life, it has firmly regained its value of “1000€” in September of 2003 whereas the index will only reclaim it in December 2005 (only to lose it again in the great financial crisis).
The benchmark used for this backtest is the market-cap weighted Stoxx600 (LDJSTOXX).
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 two years of the portfolio’s life, it has firmly regained its value of “1000€” in September of 2003 whereas the index will only reclaim it in December 2005 (only to lose it again in the great financial crisis).
The benchmark used for this backtest is the market-cap weighted Stoxx600 (LDJSTOXX).
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 a lot less time than 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. 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 a lot less time than 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. 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 a lot less time than 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 Stoxx600 (LDJSTOXX).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the Stoxx600 (LDJSTOXX) list
The portfolio is rebalanced monthly
No instrument can represent more than 10% 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 Stoxx600 (LDJSTOXX).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the Stoxx600 (LDJSTOXX) list
The portfolio is rebalanced monthly
No instrument can represent more than 10% 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 Stoxx600 (LDJSTOXX).
The InvestSuite Portfolio.
Must hold 100% of equities
The investible universe for the portfolio is made up of the equities in the Stoxx600 (LDJSTOXX) list
The portfolio is rebalanced monthly
No instrument can represent more than 10% of the total portfolio.
All the settings can be found in the JSON