SINGLE PORTFOLIO ANALYSIS REPORT

Transcription

1 SINGLE PORTFOLIO ANALYSIS REPORT COMPANY XYZ PRIOR TO THE ANALYSIS, A NON- DISCLOSURE AGREEMENT WILL BE SIGNED IN THE INTEREST OF BOTH PARTIES October 2015

2 THE ART OF ASSET ALLOCATION More conscious and therefore rational investment decisions by means of proactive management of cognitive biases and an analysis focus on causality instead of correlation in regards to understanding capital market movements create a higher likelihood of following an anti-cyclical investment process. Markus Schuller Founder of Panthera Solutions

3 QUANTITATIVE PORTFOLIO ANALYTICS SHARPE RATIO CALMAR RATIO SORTINO RATIO OMEGA INFORMATION RATIO MAXIMUM DRAWDOWN TREYNOR RATIO STUTZER INDEX JENSEN RATIO UPSIDE POTENTIAL RATIO

4 COMPARISON WITH POLICY PORTFOLIO PRORIETARY PANTHERA RESEARCH LISTED EQUITY POLICY PORTFOLIO xyz PORTFOLIO PRIVATE EQUITY TRADITIONAL CREDIT I4 MSCI World Dec 05 May 06 Oct 06 Mar 07 Aug 07 Jan 08 Juni 08 Nov 08 Apr 09 Sep 09 Feb 10 Juli 10 Dez 10 Mai 11 Okt 11 März 12 Aug 12 Jan 13 Juni 13 Nov 13 Apr 14 Sep 14 Feb 15 ALTERNATIVE CREDIT REAL ESTATE REAL ASSETS VOLA/ARBITRAGE COMMODITY/CTA CASH & EQUIVALENTS ACTIVE PASSIVE Investment Style xx % xx % L/S L Directional Bias xx % xx % SECURITY WEIGHT 0 2.5% # of securities # of securities # of securities # of securities Page: 4

5 YOUR RISK PREFERENCES VS YOUR PORTFOLIOs RISK PROFILE What you can expect Your risk preferences and their interpretation are below. We use these measures to analyze the compatibility of your preferences with your actual portfolio structure PRORIETARY PANTHERA RESEARCH HIGHLY RISK AVERSE RISK NEUTRAL 80% INTERPRETATION Lorem ipsum. HIGHLY LOSS AVERSE LOSS AVERSION NEUTRAL 76% PORTFOLIO SCORE 58% Page: 5

6 QUALITATIVE INVESTMENT PROCESS ASSESSMENT SUMMARY What you can expect Based on at least one interview with one or more asset allocation decision makers of yours, we analyze your investment process from a qualitative perspective. Three exemplary aspects we cover: # team culture # incentive systems # documentation process Concluding observations will be presented in the right column OBSERVATION I OBSERVATION II OBSERVATION III 04 OBSERVATION IV Page: 6

7 ASSET ALLOCATION GENERATIONS YOUR POSITIONING PRORIETARY PANTHERA RESEARCH REASONING YOU 1GEN 2GEN 3GEN What you can expect Based on our qualitative and quantitative assessment of your investment process and portfolio structure, a classification along the three asset allocation generations will be undertaken and reasoned. Single-Factor / Single- Period Models Traditional Equity/Fixed Income Beta Multi-Factor / Multi-Period Models Globalized Multi-Asset- Diversification Applied Behavioral Finance Dynamization of Multi-Asset- Diversification, Risk Factor Allocation and proactive reduction of behavior gaps Page: 7

8 CONCLUSION AREAS OF IMPROVEMENT CONCLUSION What you can expect Based on our qualitative and quantitative assessment of your investment process and portfolio structure, we conclude our findings and propose areas of improvement. AREA I AREA II AREA III FOR FREE NON-BINDING INSIGHTFUL AREA IV Page: 8

9 ABOUT PANTHERA SOLUTIONS ABOUT US 01 Panthera Solutions based in the Principality of Monaco provides Strategic Asset Allocation Intelligence for professional investors - primarily in Europe. OUR SERVICES 02 We offer investment process optimization for the management of multi-asset-portfolios. Our solutions are based on the third generation of asset allocation principles, a.k.a. applied behavioral finance. We are a team of internationally renowned specialists in different fields. Our assignments and publications have proven us to be innovation leader in Europe. Page: 9

10 ASSET ALLOCATION GENERATIONS OUR CORE COMPETENCE 1GEN 2GEN 3GEN EDUCATE IMPLEMENT PRACTICE Single-Factor / Single- Period Models Traditional Equity/Fixed Income Beta Multi-Factor / Multi-Period Models Globalized Multi-Asset- Diversification Applied Behavioral Finance Dynamization of Multi-Asset-Diversification, Risk Factor Allocation and proactive reduction of behavior gaps EMPOWERMENT THE PANTHERA EXPERIENCE Page: 10

11 CONTACT US 49, Avenue Hector Otto MC Monaco Company ID 09P07550 DISCLAIMER This material is for your information only and is not intended to be used by anyone other than you. It is directed at professional clients and eligible counterparties only and is not intended for retail clients. The information contained herein should not be regarded as an offer to sell or as a solicitation of an offer to buy any financial products, including an interest in a fund, or an official confirmation of any transaction. Any such offer or solicitation will be made to qualified investors only by means of an offering memorandum. The material is intended only to facilitate your discussions with Panthera Solutions as to the opportunities available to our clients. The given material is subject to change and, although based upon information which we consider reliable, it is not guaranteed as to accuracy or completeness and it should not be relied upon as such. The material is not intended to be used as a general guide to investing, or as a source of any specific investment recommendations. Past performance is not a guide to future performance. Future returns are not guaranteed and a loss of principal money may occur Panthera Solutions. All rights reserved. Page: 11