VAA Value Strategy PLUS
|
|
- Curtis Johns
- 6 years ago
- Views:
Transcription
1 VAA Value Strategy PLUS The Key to Success: Value stocks with the PLUS of hedging and systematic premium income Marketing documents
2 The Basis of the Investment Strategy "Collateral Security Margin" Benjamin Graham "Quality" Warren Buffett "Patience" André Kostolany "PLUS" Hedging/ Premium income (Option strategy) VAA Opportunities and Risks The VAA Value Strategy PLUS strategy invests in affordable quality stocks that offer an above-average appreciation potential over the long term. In addition, a systematic covered call strategy is implemented. In doing so, the price risks of shares by hedging through put options are greatly reduced. Chance Risk Capital appreciation through rising share prices / rising equity markets and premium income from option trading. Price risks are limited through systematic hedging. 5
3 Jan 08 Apr 08 Jul 08 Okt 08 Jan 09 Apr 09 Jul 09 Okt 09 Jan 10 Apr 10 Jul 10 Okt 10 Jan 11 Apr 11 Jul 11 Okt 11 Jan 12 Apr 12 Jul 12 Okt 12 Jan 13 Apr 13 Jul 13 Okt 13 Jan 14 Apr 14 Jul 14 Okt 14 Jan 15 Apr 15 Jul 15 Okt 15 Jan 16 Apr 16 Jul 16 Okt 16 Jan 17 Apr 17 Jul 17 Okt 17 Jan 18 Fund: Analysis Period: VAA Value Strategie Plus Februar 2008 to März 2018 Growth of Initial 1,000 Distribution of Returns Fund VAA Value Strategie EURO STOXX Plus 50 Net DJ Return Eurostoxx EUR 50 (Tot. Deutsche Return) Borse AG REX 1 Rexp Year P1Y Monthly Performance (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year ,42% (2,59%) (0,46%) (2,63%) ,38% 0,85% (2,16%) (1,01%) (1,22%) 0,05% (0,47%) (0,42%) 0,66% 0,04% (0,69%) 0,03% (3,01%) 2016 (0,97%) 0,50% (1,76%) 2,57% 0,86% 2,20% 1,95% 0,88% 0,76% 0,89% 1,99% 1,05% 11,36% ,36% 2,01% 1,95% 1,14% 0,68% 0,31% 1,72% (4,13%) (0,91%) 3,56% 0,79% (0,78%) 6,68% 2014 (0,18%) (1,25%) 3,37% 1,13% 1,45% 0,85% (1,23%) (1,79%) 1,76% (0,61%) (5,62%) 1,16% (1,25%) ,13% (0,20%) 1,02% 1,24% 0,25% 1,47% (2,30%) 1,36% (0,79%) 1,11% 3,64% 0,28% 7,32% ,41% 1,58% 1,79% 0,00% (2,07%) 1,02% 0,57% 2,33% 0,31% (1,04%) (0,25%) (0,93%) 3,69% ,86% 3,77% 1,15% (3,15%) 1,50% (0,06%) (0,96%) (1,04%) (4,58%) (1,99%) 5,32% 2,01% 4,44% ,19% 0,00% (0,50%) 4,31% (5,03%) 0,36% (1,59%) 5,43% (0,63%) 2,73% 2,86% (2,52%) 7,38% ,76% (1,59%) 3,84% (1,67%) 4,56% 9,00% 5,30% (1,16%) 5,68% 4,50% 4,23% (0,73%) 39,98% ,00% 2,40% 0,88% 0,68% (2,21%) (0,88%) 0,69% 0,99% (8,68%) (1,82%) 6,42% (2,20%) Statistical Analysis Since Inception VAA Value Strategie Plus EURO STOXX Deutsche 50 Net Borse AG REX Return EUR 1 Year P VAA Value Strategie Plus EURO STOXX Deutsche 50 Net Borse AG REX Return EUR 1 Year P Return Annual Returns (Last 5 years) Compound Annual Return 6,5% 1,9% 0,9% 2018 (2,6%) (3,8%) (0,2%) Average Monthly Return 0,6% 0,3% 0,1% 2017 (3,0%) 9,2% (0,9%) Largest Monthly Gain 9,0% 15,5% 1,2% ,4% 3,7% (0,2%) Largest Monthly Loss (8,7%) (14,7%) (0,4%) ,7% 6,4% (0,0%) % Positive Months 63% 56% 60% 2014 (1,2%) 4,0% 0,2% Average Positive Return 1,9% 4,0% 0,2% Value Added Monthly Index (VAMI) Average Negative Return (1,7%) (4,3%) (0,1%) % Negative Months 37% 44% 40% Growth of $ , , ,71 Worst 12 Months (7,2%) (45,0%) (1,1%) Cumulative Return 89,3% 21,1% 9,7% Best 12 Months 50,1% 46,6% 6,0% Risk Latest Returns Annualized Standard dev. 8,45% 17,86% 0,76% Last Month (0,5%) (2,2%) (0,0%) Sharpe Ratio (1,3%) 0,64 0,12 (0,45) 3 Months (2,6%) (3,8%) (0,2%) Sortino Ratio (0,0%) 1,27 0,15 3,53 6 Months (3,3%) (6,0%) (0,4%) Downside Deviation (0,0%) 4,97% 12,61% 0,26% 12 Months (5,6%) (1,7%) (0,8%) Max Drawdown (11,6%) (47,0%) (1,3%) 24 Months 7,6% 18,1% (1,2%) Months in Max Drawdown Months 7,5% (1,6%) (1,3%) Months To Recover 6 61 u/w 60 Months 17,8% 46,6% (1,0%) Comparison To Benchmarks Drawdown Analysis Alpha 0,53% 0,58% Drawdown 1 (11,6%) (47,0%) (1,3%) Beta 0,08 (0,29) Drawdown 2 (10,0%) (18,9%) (0,4%) Correlation 0,18 (0,03) Drawdown 3 (7,4%) (6,1%) (0,4%) R-Squared 0,03 0,00 Drawdown 4 (7,2%) (4,3%) (0,4%) Outperformance w/benchmark is Positive 14,7% 54,8% Outperformance w/benchmark is Negative 100,0% 67,3% Upside Capture 4,8% 500,6% Downside Capture (19,4%) (286,9%) Important Information VAA Value Strategie Plus Strategie: ein reales Bloomberg Portfolio nach Kosten. Seit August 2016 die Entwicklung vom VAA Value Strategie PLUS Fonds. Page 2 of 3
4 Fund: VAA Value Strategie Plus Firm: Analysis Period: Februar 2008 to März 2018 Time Window Analysis 1m 3m 6m 1 Yr 18m 2Yr 30m 3 Yr Return (Not annualised) Periods Mean 0,6% 1,7% 3,6% 8,0% 12,7% 16,2% 19,2% 22,4% Gain Mean 1,9% 4,4% 6,1% 9,8% 13,5% 16,2% 19,2% 22,4% Loss Mean (1,7%) (2,3%) (3,3%) (2,0%) (0,9%) Max 9,0% 20,0% 31,0% 50,1% 55,1% 64,1% 69,7% 63,8% Min (8,7%) (9,5%) (11,6%) (7,2%) (1,8%) 1,1% 2,5% 6,8% Risk Measures (Not annualised) S.d 2,4% 4,5% 7,1% 10,8% 12,6% 14,9% 15,6% 16,3% Gain S.d 1,8% 3,5% 6,5% 10,8% 12,5% 14,9% 15,6% 16,3% Loss S.d 1,7% 2,1% 2,8% 2,0% 0,7% Skew -0,02 0,75 1,38 2,01 1,57 1,64 1,59 1,31 Kurtosis 2,29 2,27 3,20 4,27 1,75 1,65 1,45 0,15 Risk Adjusted Return (Not annualised) Sharpe 0,18 0,31 0,41 0,62 0,86 0,92 1,03 1,14 Down Dev (0.0%) 1,4% 2,0% 2,2% 1,1% 0,3% 0,0% 0,0% 0,0% Down Dev (5.0%) 1,6% 2,6% 3,4% 3,4% 3,1% 2,9% 3,0% 3,3% Down Dev (10.0%) 1,8% 3,3% 4,9% 6,8% 8,3% 11,0% 13,9% 17,1% Down Dev (MAR) 1,4% 2,0% 2,2% 1,1% 0,3% 0,0% 0,0% 0,0% Sortino (0.0%) 0,37 0,81 1,49 6,75 45,92 Sortino (5.0%) 0,07 0,15 0,25 0,72 1,46 1,75 1,78 1,73 Sortino (10.0%) -0,15-0,24-0,31-0,37-0,40-0,51-0,62-0,68 Sortino (MAR) 0,37 0,81 1,49 6,75 45,92 Detailed Drawdown Analysis Consecutive Gain Periods Consecutive Loss Periods Depth Length Recovery Peak Valley Run-up Length Start End Run-down Length Start End (11,6%) Mai Nov 08 20,0% Mai Jul 09 (10,3%) Okt Nov 08 (10,0%) Mrz Okt 11 16,5% Apr Feb 17 (8,4%) Jun Okt 11 (7,6%) 13 1u 28. Feb Mrz 18 15,1% Sep Nov 09 (6,2%) Okt Nov 14 (7,4%) Jun Nov 14 11,5% Nov Mrz 12 (5,0%) Mai Mai 10 (6,2%) Apr Jul 10 9,7% Dez Jul 15 (5,0%) Aug Sep 15 (5,0%) Jul Sep 15 9,4% Dez Jan 09 (4,3%) Mrz Mai 17 Benchmark Analysis Benchmark Correlation Alpha Beta R Squared Tracking ErroTreynor Active PremiuInfo Ratio OP Bmk-ve Upside Cap Dwnside Cap EURO STOXX 50 Net Return EUR 0,18 0,53% 0,08 0,03 18,4% 0,63 4,6% 0,25 100,0% 4,8% (19,4%) Deutsche Borse AG REX 1 Year P -0,03 0,58% -0,29 0,00 8,7% - 0,18 5,6% 0,64 67,3% 500,6% (286,9%) EURO STOXX 50 Net Return EUR Deutsche Borse AG REX 1 Year P VAA Value Strategie Plus Correlation Matrix EURO Deutsche VAM 100,00% -45,64% 17,59% -45,64% 100,00% -2,59% 17,59% -2,59% 100,00% Important Information VAA Value Strategie Plus Strategie: ein reales Bloomberg Portfolio nach Kosten. Seit August 2016 die Entwicklung vom VAA Value Strategie PLUS Fonds.
5 Fund information Fund name VAA Value Strategy PLUS fund Domicile Liechtenstein The currency of the (sub) fund EUR Legal Form Trusteeship Fund type UCITS Accounting year 31 Dec Launch date 29/03/2016 Initial offer price EUR Profit utilisation Distribution Organisation Management company IFM Independent Fund Management AG Asset Manager Value Asset Management GmbH Custodian Liechtensteinische Landesbank AG Auditors Ernst & Young AG, Berne Fund fees Max. entry charge 5% Max. redemption fee 0% Max. redemption fee in favour of fund 0% Management fee Up to 1.5% Performance fee 10.00% Hurdle rate 5.0% p.a. High water mark yes Asset Category Investment universe Category Mixed funds Global Clearing information Evaluation interval Weekly Valuation Day Friday Cut-off expenses Prior to the valuation day, no later than 4:00 pm (CET) Deadline for withdrawals Prior to the valuation day, no later than 4:00 pm (CET) Minimum investment 1 share Value date T+3 ISIN Security number Bloomberg Ticker Basic data LI VAMVSPF LE Market Approval for sale to private investors LI, DE Admission to the market for professional investors LI, DE Sales restrictions USA 7
6 Legal Notice: This document is advertising material. The information contained herein does not constitute advice or specific investment advice. The use of the information is the sole responsibility of the reader. The past performance of the investment strategy or a fund unit is no guarantee for the current and future performance. The value of a fund share will rise or fall at any time. No guarantee can be given for the achievement of the investment objective of the investment fund. Incurred commissions and fees on the issue and redemption are not included in the performance shown. Individual costs, such as fees, commissions and other charges, are not included in the presentation and would have a negative impact on the development of value. Prospective investors should inform themselves about possible tax consequences, the legal requirements and any foreign exchange restrictions or control requirements that apply in the countries of their citizenship, residence or domicile and relevant to the subscription, holding, conversion, redemption or sales of shares. Further tax considerations are described in the prospectus. A liability for any error or omission contained in this promotional material is not accepted. In all transactions, prospective investors should refer to the most recent version of the prospectus, the Key Investor Information Document (KIID), support of the trust agreement and the Annex A "UCITS Overview". These documents, together with the latest annual and semi-annual reports, if already published, are available free of charge on a durable data carrier at the management company, the depositary, the paying agents and all sales agents at home and abroad and on the website of the LAFV investment Fund Association at At the request of the investor, the aforementioned documents may also be provided in paper form free of charge. Further information on the UCITS can be found at and at IFM Independent Fund Management AG, Austrasse 9, FL-9490 Vaduz, during business hours. The published information does not constitute an invitation or an offer or recommendation to subscribe for fund shares. The fund shares may be offered for sale or sold only in those jurisdictions in which such an offer or sale is permitted. Particularly, the fund shares have not been registered in the United States of America (USA) pursuant to the United States Securities Act of 1933 and can therefore neither be sold in the US, or offered or sould to US citizens. This document and the information contained therein may not be distributed in the United States. The distribution and publication of this document and the offering or sale of the shares may be restricted in other jurisdictions. Contact person
Beginning Date: January 2016 End Date: June Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: June 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - June 2018 (Single Computation) 11200 11000 10800 10600 10400 10200 10000 9800 Dec 2015
More informationBeginning Date: January 2016 End Date: September Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: September 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - September 2018 (Single Computation) 11400 - Yorktown Funds 11200 11000 10800 10600
More informationVAM INTERNATIONAL REAL ESTATE EQUITY FUND
FEBRUARY 2019 VAM INTERNATIONAL REAL ESTATE EQUITY FUND E CLASS FUND DETAILS OBJECTIVE The investment objective of the Fund is to achieve significant capital appreciation over each full market cycle. To
More informationAn introduction to Invesco s Equity Long/Short Strategies
An introduction to Invesco s Equity Long/Short Strategies This marketing document is exclusively for use by Professional Clients and Financial Advisers in Germany. This document is not for consumer use,
More informationBeginning Date: January 2016 End Date: February Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: February 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - February 2018 (Single Computation) 11200 11000 10800 10600 10400 10200 10000 9800
More informationManager Comparison Report June 28, Report Created on: July 25, 2013
Manager Comparison Report June 28, 213 Report Created on: July 25, 213 Page 1 of 14 Performance Evaluation Manager Performance Growth of $1 Cumulative Performance & Monthly s 3748 3578 348 3238 368 2898
More informationD D
D D D D D D EDM Strategy European Equities Return Date: 28/02/2018 Portfolio Date: 28/02/2018 Snapshot Category Custodian / Administrator Auditor Domicile UCITS 5 Years Risk-Reward Time Period:
More informationThe Swan Defined Risk Strategy - A Full Market Solution
The Swan Defined Risk Strategy - A Full Market Solution Absolute, Relative, and Risk-Adjusted Performance Metrics for Swan DRS and the Index (Summary) June 30, 2018 Manager Performance July 1997 - June
More informationSchindler Capital Management, LLC / Dairy Advantage Program. Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Schindler Capital Management, LLC / Dairy Advantage Program Fundamental / Ag & Livestock Performance Since August 2005 Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2005-11.20% 3.20% -6.67% -13.73%
More informationEDM Ahorro Corporate Bonds Return Date: 31/12/2017 Snapshot Global Category Custodian / Administrator Auditor Domicile UCITS Morningstar Rating 3 Yr Morningstar Rating 5 Yr Fund s Data Inception Date Month
More informationTrading Options In An IRA Without Blowing Up The Account
Trading Options In An IRA Without Blowing Up The Account terry@terrywalters.com July 12, 2018 Version 2 The Disclaimer I am not a broker/dealer, CFP, RIA or a licensed advisor of any kind. I cannot give
More informationD D
D D D D D D ED M EDM Inversión Spanish Equities Return Date: 31/08/2016 Portfolio Date: 31/07/2016 Snapshot Category Custodian / Administrator Auditor Domicile Morningstar Rating Overall UCITS
More informationMonthly Report. June ,57
NAV JUNE 2017 1 YEAR 3 YEARS 5 YEARS SINCE INCEPTION Global Allocation Fund* 104,98-5,71% -0,43% 22,75% 17,01% 172,77% 176,64% 350.000 Performance of 100.000 March 31, 2006 to June 30, 2017 300.000 Global
More informationSEB Asset Selection EUR February 2015
SEB Asset Selection EUR Dear Client, 27 Last month, SEB Asset Selection EUR lost 0.1%. We made money (in percentage points) on equities (+2.2%). However, we lost money on fixed income ( 1.1%) and currencies
More informationD D D D D D ED M EDM Inversión Spanish Equities Return Date: 31/12/2016 Portfolio Date: 30/11/2016 Snapshot Category Custodian / Administrator Auditor Domicile Morningstar Rating Overall UCITS
More informationFactsheet Reichmuth Matterhorn+ USD December 2016
Factsheet Reichmuth Matterhorn+ USD December Indexed performance (net of fees) 1 400 20% 1 300 11.0% 11.0% 15% 1 200 8.2% 6.5% 10% 1 100 5% 1.0% 1.3% 4.4% 1 000 0% 900 5% 2010 2011 2012 2013 2014 2015
More informationEDM Ahorro Corporate Bonds Return Date: 28/02/2018 Snapshot Global Category Custodian / Administrator Auditor Domicile UCITS Morningstar Rating 3 Yr Morningstar Rating 5 Yr Fund s Data Inception Date Month
More informationINDEX PERFORMANCE HISTORY MARKET CYCLE ANALYSIS*
OVERVIEW Index Name: Helios Alpha Index Ticker: Inception Date: September 30, 2003 S&P Launch Date: March 3, 2017 Benchmark: MSCI ACWI Index INDEX PERFORMANCE HISTORY As of: October 31, 2018 DESCRIPTION
More informationINDEX PERFORMANCE HISTORY MARKET CYCLE ANALYSIS*
Jun 09 Dec 09 Jun 10 Dec 10 Jun 11 Dec 11 Jun 12 Dec 12 Jun 13 Dec 13 Jun 14 Dec 14 Jun 15 Dec 15 Jun 16 Dec 16 Jun 17 Dec 17 Jun 18 Dec 18 Dec 07 Jan 08 Feb 08 Mar 08 Apr 08 May 08 Jun 08 Jul 08 Aug 08
More informationDAC Short Term: $10,000 Growth from Inception
DAC Short Term: $10,000 Growth from Inception $10,900 $10,909 $10,800 $10,700 $10,600 $10,500 $10,400 $10,300 $10,200 $10,100 $10,000 11/2014 02/2015 05/2015 08/2015 11/2015 02/2016 05/2016 08/2016 11/2016
More informationSample Report PERFORMANCE REPORT I YOUR FUND
Produced on //28 Data as of 6/3/28 PERFORMANCE REPORT I 5 East 57 th Street, Floor, New York, NY 22 Tel (22) 248-532 Fax (646) 45-884 7 Seventh Avenue, Suite 2, Seattle, WA 98 Tel (26) 47-254 Fax (26)
More informationINDEX PERFORMANCE HISTORY MARKET CYCLE ANALYSIS*
OVERVIEW Index Name: Helios Diversified Index Ticker: Inception Date: September 30, 2003 S&P Launch Date: March 3, 2017 : 45% MSCI ACWI / 25% BBgBarc Agg Bond / 30% Morningstar Div Alts Morningstar SecID:
More informationD D D D D D EDM Inversión Spanish Equities Return Date: 30/06/2017 Portfolio Date: 30/04/2017 Snapshot Category Custodian / Administrator Auditor Domicile Morningstar Rating Overall UCITS
More informationPerformance Report October 2018
Structured Investments Indicative Report October 2018 This report illustrates the indicative performance of all Structured Investment Strategies from inception to 31 October 2018 Matured Investment Strategies
More informationINDEX PERFORMANCE HISTORY MARKET CYCLE ANALYSIS*
OVERVIEW Index Name: Helios Dynamic Risk 13% Index Ticker: Inception Date: February 28, 2005 S&P Launch Date: March 3, 2017 Benchmark: 65% MSCI ACWI / 35% BBgBarc Agg Bond Morningstar SecID: F00000YYHJ
More informationMay 2018 Program Commentary
May 2018 Program Commentary FORT Global UCITS Diversified Fund Month-to-Date Year-to-Date Ann. Since Inception FORT Global UCITS Diversified Fund USD Class B -0.34% -0.76% 3.18% FORT Global UCITS Diversified
More informationSecurity Analysis: Performance
Security Analysis: Performance Independent Variable: 1 Yr. Mean ROR: 8.72% STD: 16.76% Time Horizon: 2/1993-6/2003 Holding Period: 12 months Risk-free ROR: 1.53% Ticker Name Beta Alpha Correlation Sharpe
More informationDAC Wealth Builder: $10,000 Growth from Inception
DAC Wealth Builder: $10,000 Growth from Inception $13,500 $13,416 $13,000 $12,500 $12,000 $11,500 $11,000 $10,500 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016 03/2017
More informationSystinvest. Track Record. ploutos. wikifolios
Systinvest Track Record ploutos wikifolios Content wikifolio Trader ploutos page 2 General information on wikifolio and the trader ploutos Marketcycles page 3 Category 1, Crash Risk Control-strategy applied
More informationI. CALL TO ORDER ROLL CALL PLEDGE OF ALLEGIANCE APPROVAL OF AGENDA V. PUBLIC COMMENT NEW BUSINESS
I. CALL TO ORDER AGENDA RETIREE HEALTH CARE TRUST BOARD SPECIAL MEETING MONROE COUNTY BOARD OF COMMISSIONERS CHAMBERS ROOM FRIDAY, OCTOBER 28, 2016 11:30 A.M. 125 E. SECOND STREET MONROE, MI 48161 (734)
More informationDAC Wealth Protector: $10,000 Growth from Inception
DAC Wealth Protector: $10,000 Growth from Inception $11,600 $11,661 $11,400 $11,200 $11,000 $10,800 $10,600 $10,400 $10,200 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016
More informationAspiriant Risk-Managed Equity Allocation Fund RMEAX Q4 2018
Aspiriant Risk-Managed Equity Allocation Fund Q4 2018 Investment Objective Description The Aspiriant Risk-Managed Equity Allocation Fund ( or the Fund ) seeks to achieve long-term capital appreciation
More informationW.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR)
W.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR) A Tactical Dividend Strategy for Today s Low Yield World For more information call: 800 642-4276 S&P 500 Index Since the Turn of the Millennium
More informationSchroder ISF Global Multi-Asset Income
Unconstrained income investing Schroder ISF Global Multi-Asset Income SGD Share Classes Schroder ISF Global Multi-Asset Income (the "Fund") is designed to help investors generate regular income regardless
More informationFUND OF HEDGE FUNDS DO THEY REALLY ADD VALUE?
FUND OF HEDGE FUNDS DO THEY REALLY ADD VALUE? Florian Albrecht, Jean-Francois Bacmann, Pierre Jeanneret & Stefan Scholz, RMF Investment Management Man Investments Hedge funds have attracted significant
More informationDividend Growth as a Defensive Equity Strategy August 24, 2012
Dividend Growth as a Defensive Equity Strategy August 24, 2012 Introduction: The Case for Defensive Equity Strategies Most institutional investment committees meet three to four times per year to review
More informationHSBC Global Investment Funds Global High Yield Bond
Important information: The Fund invests primarily in non-investment grade and unrated bonds. For certain classes of the Fund, the Fund may pay dividends out of capital or pay dividends gross of expenses.
More informationPlease scroll to find the 2018 and 2019 global fund holiday calendars.
Please scroll to find the 2018 and 2019 global fund holiday calendars. 2018 Exchange-Traded fund holiday Vanguard Ireland-domiciled ETFs Jan Feb Mar Apr May Jun 1 2 5 12 15 25 9 12 14 15 16 19 28 20 29
More information(each a Company and together the Companies )
DB Platinum Société d'investissement à capital variable Registered Office: 11-13, boulevard de la Foire, L-1528 Luxembourg R.C.S. Luxembourg: B-104.413 Deutsche Invest I Société d investissement à capital
More informationMaycrest Balanced Fund Richard Davis, Maria Davis 1275 Gator Trl, West Palm Beach, FL USA ph fax
Richard Davis, Maria Davis 1275 Gator Trl, West Palm Beach, FL 33409 USA ph. +1-203-722-8824 fax http://www.maycrestcapital.com Primary Category: Equity Long-Bias ANNUAL RETURNS 2014 2015 2016 2017 2018
More informationCiti Dynamic Asset Selector 5 Excess Return Index
Multi-Asset Index Factsheet & Performance Update - 31 st August 2016 FOR U.S. USE ONLY Citi Dynamic Asset Selector 5 Excess Return Index Navigating U.S. equity market regimes. Index Overview The Citi Dynamic
More informationWhere Vami 0 = 1000 and Where R N = Return for period N. Vami N = ( 1 + R N ) Vami N-1. Where R I = Return for period I. Average Return = ( S R I ) N
The following section provides a brief description of each statistic used in PerTrac and gives the formula used to calculate each. PerTrac computes annualized statistics based on monthly data, unless Quarterly
More informationMulti-Strategy Linear Investments Limited
Multi-Strategy Linear Investments Limited June 2017 Linear Investments Limited Regulated by FCA. Registered in England and Wales No. 07330725 Linear Core Services Established in 2010 and authorised and
More informationHORNET INFRASTRUCTURE WATER FUND (EUR)
HORNET INFRASTRUCTURE WATER FUND (EUR) Investment Case Key Messages Why GN Invest AG as asset manager & AC Partners AG as investment advisor? Outperformance of «Hornet Infrastructure Water Fund» over 3
More informationAsset Allocation with Exchange-Traded Funds: From Passive to Active Management. Felix Goltz
Asset Allocation with Exchange-Traded Funds: From Passive to Active Management Felix Goltz 1. Introduction and Key Concepts 2. Using ETFs in the Core Portfolio so as to design a Customized Allocation Consistent
More informationAreca Sicav SIF-Value Discovery August 2017
Areca Sicav SIFValue Discovery August 2017 Share Class B USD NAV 121.56 (ISIN: LU0883254434, Swiss Valor: 20540754, Bloomberg: ARVADBS LX) 2017 0.53% 0.83% 0.97% 0.31% 0.60% 0.46% 0.96% 0.50% 4.32% 2016
More informationJUPITER POLICE OFFICER'S RETIREMENT FUND INVESTMENT PERFORMANCE PERIOD ENDING SEPTEMBER 30, 2008
JUPITER POLICE OFFICER'S RETIREMENT FUND INVESTMENT PERFORMANCE PERIOD ENDING SEPTEMBER 30, 2008 NOTE: For a free copy of Part II (mailed w/i 5 bus. days from request receipt) of Burgess Chambers and Associates,
More informationOTHER DEPOSITS FINANCIAL INSTITUTIONS DEPOSIT BARKAT SAVING ACCOUNT
WEIGHTAGES JAN FEB MAR APR MAY JUN JUL AUG SEPT OCT NOV DEC ANNOUNCEMENT DATE 19.Dez.14 27.Jän.15 24.Feb.15 26.Mär.15 27.Apr.15 26.Mai.15 25.Jun.15 28.Jul.15 26.Aug.15 23.Sep.15 27.Okt.15 25.Nov.15 MUDARIB
More informationBoussard & Gavaudan Convertible A compartment of Boussard & Gavaudan SICAV
Boussard & Gavaudan Convertible A compartment of Boussard & Gavaudan SICAV UCITS by Boussard & Gavaudan Asset Management FEBRUARY 2018 NEWSLETTER * Share class NAV per Share Month to Date Performance Year
More informationDividend Report. December 2018
Warning: Aberdeen Global has the discretion to determine the and rate of dividend to be distributed. The dividends are not guaranteed and may be investment income, gains or at the discretion of the Board
More informationChinaAMC China Opportunities Fund Fund Factsheet
ChinaAMC China Opportunities Fund Fund Factsheet As of 30 November 2012 37/F, Bank of China Tower, 1 Garden Road, Hong Kong This Fund has not been authorized by the Hong Kong Securities and Futures Commission
More informationHow much will your current lifestyle cost at 60?
(MODERATE PLAN) How much will your current lifestyle cost at 60? DATE OF ALLOTMENT November 01,2011 BENCHMARK CRISIL Balanced Fund - Aggressive Index FUND SIZE Rs.370.53 (Rs. in Cr.) MONTHLY AVERAGE AUM
More informationLIMMAT CAPITAL ALTERNATIVE INVESTMENTS
, Ltd. August 213 Performance Update 267.26 EUR EUR 117.47 USD USD 11.86 Fund Size 1 121 m is a tactical long/short equity trading fund with a focus on liquid European equities and equity futures. Dear
More informationJOM Fund Management Ltd. Fund Prospectus
JOM Fund Management Ltd. Fund Prospectus 30 March 2018 JOM Silkkitie Asia Equity Investment Fund (UCITS) JOM Komodo Indonesia Equity Investment Fund (UCITS) This prospectus has been published on 30 March
More informationSimplified prospectus for sub-fund UBS Index Solutions UBS-IS Gold
February 2012 Simplified prospectus for sub-fund UBS Index Solutions UBS-IS Gold Contractually based investment fund under Swiss law (Category Other Funds for Traditional Investments) Investment fund with
More information- Victor Haghani, Founder Elm. Watch the full talk here
"After more than 20 years in finance, from the LSE to Salomon Brothers to LTCM, you d have thought that I d have figured out how to invest my family s savings. Well, it was 2002, I just turned 40, and
More informationINDICE About us Values Fund Manager MULTIPARTNER SICAV Caliber Fund How it Works Appendix Contacts Legal Disclaimer
INDICE About us Values Fund Manager MULTIPARTNER SICAV Caliber Fund How it Works Appendix Contacts Legal Disclaimer - 13 % + 13,84 % - 23 % - 0,61 % - 38 % + 8,38 % 0 % + 8,13 % 12 15 18 19
More informationParticipate in one of the key drivers of Growth & Development in India
Participate in one of the key drivers of Growth & Development in India DATE OF ALLOTMENT December 28, 2015 BENCHMARK Nifty Financial Services TRI (WEF From 1st February 2018) FUND SIZE Rs.261.73 (Rs. in
More informationSchroder ISF Global Target Return Year-round growth, whatever the weather
Schroder ISF Global Target Return Year-round growth, whatever the weather Schroder ISF Global Target Return Schroder ISF Global Target Return (the Fund ) is designed for investors seeking to grow their
More informationHow much will your current lifestyle cost at 60?
(PROGRESSIVE PLAN) How much will your current lifestyle cost at 60? DATE OF ALLOTMENT November 01, 2011 BENCHMARK S&P BSE Sensex TRI (WEF From 1st February 2018) FUND SIZE Rs.474.87 (Rs. in Cr.) MONTHLY
More information2015 ANNUAL RETURNS YTD
Stephen Somers, William Somers 1410 Russell Road, Suite 100, Paoli, PA 19301 USA ph. +1-484-576-3371 fax +1-610-688-9261 http://www.somersbrothers.com ANNUAL RETURNS 2011 2012 2013 2014 2015 YTD Advisor
More informationASSET ALLOCATION WORKSHOP. November 17, 2017
ASSET ALLOCATION WORKSHOP November 17, 2017 ASSET ALLOCATION WORKSHOP Warren Buffet Peter Thiel Asset Management Industry USD 63.9 Trillion Global Asset Under Management Expected Grow Rate 6% USD 100 Trillion
More informationBoussard & Gavaudan Convertible A compartment of Boussard & Gavaudan SICAV
Boussard & Gavaudan Convertible A compartment of Boussard & Gavaudan SICAV UCITS by Boussard & Gavaudan Asset Management APRIL 2018 NEWSLETTER * Share class NAV per Share Month to Date Performance Year
More informationHow much will your current lifestyle cost at 60?
(PROGRESSIVE PLAN) How much will your current lifestyle cost at 60? DATE OF ALLOTMENT November 01, 2011 BENCHMARK S&P BSE Sensex TRI (WEF From 1st February 2018) FUND SIZE Rs.547.64 (Rs. in Cr.) MONTHLY
More informationOption replication: an innovative approach to face a non-performing market environment
Option replication: an innovative approach to face a non-performing market environment Presentation for Mondo Hedge November 2010 Contents 1 Motivation to option replication 2 Illustrations of option replication
More informationHow much will your current lifestyle cost at 60?
(MODERATE PLAN) How much will your current lifestyle cost at 60? DATE OF ALLOTMENT November 01,2011 BENCHMARK CRISIL Hybrid 25+75 - Aggressive Index (WEF From 1st February 2018) FUND SIZE: Rs.856.45 (Rs.
More informationMonthly Report. August ,40
NAV JULY 2017 1 YEAR 3 YEARS 5 YEARS SINCE INCEPTION Global Allocation Fund* 101,63-1,0-3,6 9,06% 17,29% 146,46% 167,81% 350.000 Performance of 100.000 March 31, 2006 to August 31, 2017 300.000 Global
More informationPower your way to higher yields
Schroder Asian Income SGD Class Power your way to higher yields * Distributions at a variable percentage per annum of the net asset value per unit of the Schroder Asian Income SGD Class (the Fund ) will
More informationHow much will your current lifestyle cost at 60?
(MODERATE PLAN) How much will your current lifestyle cost at 60? DATE OF ALLOTMENT November 01,2011 BENCHMARK CRISIL Hybrid 25+75 - Aggressive Index (WEF From 1st February 2018) FUND SIZE: Rs.772.12 (Rs.
More informationAreca Sicav SIF-Value Discovery January 2017
Areca Sicav SIF-Value Discovery January 2017 Share Class B USD NAV 117.33 (ISIN: LU0883254434, Swiss Valor: 20540754, Bloomberg: ARVADBS LX) 2017 0.69% 0.69% 2016-0.27% -1.53% -0.63% -1.26% 0.49% -0.75%
More informationATTRIBUTION AND RISK REPORT
ATTRIBUTION AND RISK REPORT FOR PROFESSIONAL CLIENTS ONLY September 8 MARTIN CURRIE JAPAN ABSOLUTE RETURN FUND ATTRIBUTION (absolute contributions calculated from gross performance) LAUNCH DATE: -June-4
More informationAlpha Broker MA- FX: Detailed Performance Report
NOTICE This detailed performance report was prepared manually by Alpha Broker Investment Company, on the date mentioned below in the footer. These analyses are prepared for our own purposes with internal
More informationRisk Measures White Paper
Risk Measures White Paper Introduction The risk measures report shows the current risk of a portfolio using several industry standard valuation measures. Risk measures are only applicable to the Time-Weighted
More informationReview of Registered Charites Compliance Rates with Annual Reporting Requirements 2016
Review of Registered Charites Compliance Rates with Annual Reporting Requirements 2016 October 2017 The Charities Regulator, in accordance with the provisions of section 14 of the Charities Act 2009, carried
More informationMonthly Report November 2012
Monthly Report November 2012 FPM Funds Stockpicker Germany All Cap Equity funds Germany ISIN: LU0124167924 Investment Policy The FPM Funds Stockpicker Germany All Cap invests primarily in German equities.
More informationMan AHL Diversified Futures
This material is of a promotional nature. REPORTING CLASS: Ltd FUND AIM Ltd provides investors access to the AHL Diversified Programme. It aims to generate returns in the medium term through computerised
More informationDynamic ETF Option Strategy
Dynamic ETF Option Strategy Dynamic ETF Option Strategy The Dynamic ETF Option strategy embodies the idea of selling ETF put options against cash and collecting premium that seeks continuous income stream
More informationAtrium Portfolio Sicav Quadrant Fund (usd)
Return Atrium Portfolio Sicav Quadrant Fund (usd) Investment Objective The main objective of the fund is to attain an annual return that outperforms the reference money market rates by 3%, while trying
More informationEastern Point Trust Company Basic Plan Portfolio
Eastern Point Trust Company Basic Plan Portfolio January 2001 - August 2018 (Single Computation) 400 350 300 250 200 150 100 50 Dec 2000 Dec 2003 Dec 2005 Dec 2007 Dec 2009 Dec 2011 Dec 2013 Dec 2015 Aug
More informationJulius Baer Germany - Focus Fund Balanced AK A
Page 1 of 5 Investment Strategy Performance Performance Ratios Performance 9.72% Performance p. a. 4.09% Volatility 6.81% Sharpe Ratio 0.65 Maximum Drawdown 8.87% Maximum Drawdown Duration 2 Recovery Period
More informationReview of Membership Developments
RIPE Network Coordination Centre Review of Membership Developments 7 October 2009/ GM / Lisbon http://www.ripe.net 1 Applications development RIPE Network Coordination Centre 140 120 100 80 60 2007 2008
More informationSYSTEMATIC GLOBAL MACRO ( CTAs ):
G R A H M C A P I T A L M A N G E M N T G R A H A M C A P I T A L M A N A G E M E N T GC SYSTEMATIC GLOBAL MACRO ( CTAs ): PERFORMANCE, RISK, AND CORRELATION CHARACTERISTICS ROBERT E. MURRAY, CHIEF OPERATING
More informationQ Performance Report
Q1 2018 Performance Report Generated by: NASDAQ: TIPRX (A Shares) Investing in the Fund involves risks, including the risk that you may receive little or no return on your investment or that you may lose
More informationPreference. Fund Performance Booklet. Performance Data. Risk Rating
Performance Data This booklet contains a number of different performance measures and time periods to help you assess the fund range. The data used to arrive at the figures shown is provided by Morningstar.
More informationJapan Small Cap Fund (UCITS) Class A JPY
Satoshi Marui, Chief Portfolio Manager, has been managing Japanese equities for over 20 years. He has been dedicated to, and responsible for the strategy since its inception in 2005. Performance 1 5.0%
More informationThe Benefits of Recent Changes to Trustees Investment Powers. June 2006
The Benefits of Recent Changes to Trustees Investment Powers June 2006 Financial Markets and Rollercoasters Spot the Difference? Performance from 1 Jan 1998 to 31 Mar 2006 80 % 60 % 40 % 20 % 0 % -20 %
More informationa diffi cult one for many CTAs over much of the rest of the year, and by the end of 2015 the benchmark was underwater.
- Introduction underwent a revival in 2014, making gains of 9.96% and exceeding the Preqin All-Strategies Hedge Fund benchmark for the fi rst time since 2011. Although 2015 started well, with the All-
More informationAS AT OCTOBER 31, Making Active Management Count NCM ALTERNATIVE SUMMARIES INVESTMENTS. ncminvestments.com
AS AT OCTOBER 31, 2018 Making Active Management Count NCM ALTERNATIVE SUMMARIES INVESTMENTS ncminvestments.com Invest in New Ideas By combining cutting-edge techniques to reduce risk, increasing investable
More informationGlobal Convertible Bonds Investment Rationale
Marketing material for professional investors or advisers only Global Convertible Bonds Investment Rationale Strategy overview 10 year Schroders has been offering convertible bond strategies now for ten
More informationPreference. Fund Performance Booklet. Performance Data. Risk Rating
Performance Data This booklet contains a number of different performance measures and time periods to help you assess the Preference fund range. The data used to arrive at the figures shown is provided
More informationFactsheet Reichmuth Himalaja USD December 2016
2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 Factsheet Reichmuth Himalaja USD December 2016 Indexed performance (net of fees) 2 000 1 750 1 500 1 250 1 000 750 500 250 - Yearly performance
More informationMulti Asset Value Invest
Page 1 of 5 Investment Strategy The Investment Fund is in principle offensive and focused on investing in equities, units in equity funds, ETFs or equity-related assets such as bonus or discount certificates.
More informationASSET MANAGEMENT. Prospectus. for: Royal London Bond Funds ICVC (the Company )
ASSET MANAGEMENT Prospectus for: Royal London Bond Funds ICVC (the Company ) Royal London Unit Trust Managers Limited Authorised and regulated by the Financial Conduct Authority Valid as at 10 August 2018
More informationLiquid Alternatives Strategies
Liquid Alternatives Strategies January 2018 For fund distributors and professional investors only Contents 1 2 3 Why liquid Liquid Liquid alternatives? Alternative Alternative Capabilities Strategies 4
More information32 % 39 % of all active managers outperformed their benchmark vs. 44% in 2017.
1 Informed Investor: Manager Monitor Q1 2018 Q1 2018: Difficult start of the year for active managers By Marlène Hassine Konqui, Head of ETF Research and Kristo Durbaku, ETF Research Analyst Slight decline
More informationActive Asset Allocation Growth II
Marketing Material Active Asset Allocation Growth II Balanced Funds - Flexible May 2018 As at 31/05/2018 Fund Data Investment Policy Active Asset Allocation Growth II aims to generate a positive performanc
More informationPreference. Fund Performance Booklet. Performance Data. Risk Rating
Performance Data This booklet contains a number of different performance measures and time periods to help you assess the Preference fund range. The data used to arrive at the figures shown is provided
More informationInvestment Update. Secure Portfolio October 2018 RUSSELL INVESTMENTS
RUSSELL INVESTMENTS Investment Update Secure Portfolio October 2018 This report is designed for use by the financial advisor to assist in making a personal recommendation or managing investments for the
More informationAsset allocation achieving the right mix
Asset allocation achieving the right mix Learning outcomes The objective of the presentation is to help develop your understanding of: The benefits and drawbacks of a range of asset allocation styles The
More informationPioneer Funds Absolute Return European Equities
Pioneer Funds Absolute Return European Equities Fiona English, Client Portfolio Manager September 2016 Page 1 I For Attendees of the NGF Conference Only and Not to be Distributed to the Public Pure Alpha
More information