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Examples

 

 

 

Indices

The index constituents are analyzed and separated in stocks with high IP relevance and stocks with low/no IP relevance.

Up to now, every index we have analyzed the same pattern is visible: IP outperforms medium- and longterm No/Low IP significantly.

Examples below: Portfolios of IP stocks vs Low/No IP stocks; degree of investment = 100%; no risk management; no fees; ex dividend; all stock prices are calculated in EUR.

Stoxx Europe 600

The Stoxx Europe 600 Index is separated in IP and Low/No IP stocks per 31.12.2016. Static, equal weighted portfolios of 231 IP stocks (“IP Stoxx Europe 600”) vs 369 Low/No IP stocks (“Low/No IP Stoxx Europe 600”); Benchmark is equal weighted Stoxx Europe 600 Portfolio (“Portfolio”; 600 stocks)

S&P 500

The S&P 500 Index is separated in IP and Low/No IP stocks per 30.06.2016. Static, equal weighted portfolios of 238 IP stocks (“IP S&P 500”) vs 248 Low/No IP stocks (“Low/No IP S&P 500”); Benchmark is equal weighted S&P 500 Portfolio (“Portfolio”; 486 stocks);

Improvement of existing Products (ETFs, Funds etc)

A financial product (for ex. ETF) is analyzed and separated in stocks with high IP relevance and stocks with low/no IP relevance. Static, equal weighted portfolios of IP stocks vs Low/No IP stocks with yearly adjustment per 31.12.2015; degree of investment = 100%; no risk management; no fees; ex dividend; all stock prices are calculated in EUR

Example: db x-trackers Equity Quality Factor UCITS ETF (DR)

db x-trackers Equity Quality Factor UCITS ETF (DR) is separated in IP and Low/No IP. Static, equal weighted portfolios of 345 IP stocks (“IP Portfolio”) vs 402 Low/No IP stocks (“No IP Portfolio”); Benchmark is equal weighted db x-trackers Equity Quality Factor ETF Portfolio (“Portfolio”; 747 stocks)

Sector Neutrality: Performance Contributions per Sector

Portfolio construction “Sector Neutral” IP db x-trackers ("IP Portfolio"):

Equal weighted Portfolio of 345 IP stocks within the same sectors and with the same sector weightings compared to db x-trackers Equity Quality Factor ETF  Portfolio ("Portfolio 2"); Portfolios ex Banks, Financial Services, Real Estate and Insurance