Example of an IP Total Return strategy obtained from an IP Index Portfolio
Total Return IP Strategy
Low Risk Long Only IP Strategy
Max. Drawdown 52 weeks
Minimum Risk IP Stoxx 600 Portfolio ("IP Stoxx Europe 600 Min Risk") is fully hedged with Stoxx Europe 600 Futures against down side risk.
Terms and Conditions
-Grade of Investment 100 %
-All equity prices are calculated in EUR
-Half-yearly adjustment of the weightings per 31/03 and 30/09
-No rollover costs; Continuous Future Contracts used for simulation
-Equalweighted Portfolio of 231 IP equities Stoxx Europe 600
(“IP Stoxx Europe 600 Min Risk“)
-Stoxx Europe 600 Future
IP Stocks with highest IP relevance within the Stoxx Europe 600 Index are identified and the IP Stoxx Europe 600 Portfolio (“IP Stoxx Europe 600”) is composed.
In order to prevent buying in downturns a sophisticated risk management procedure is applied on the IP Portfolio to obtain the Minimum Risk IP Portfolio (“IP Stoxx Europe 600 Min Risk”).
==> The risk optimized Portfolio shows significant outperformance with lesser drawdown