© 2016 by MATRIX INVESTMENT GmbH  Disclaimer  Contact  Impressum

Example of an IP Total Return strategy obtained from an IP Index Portfolio

Total Return IP Strategy

Risk figures

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

-Without fees

-ex dividend

-No rollover costs; Continuous Future Contracts used for simulation

 

Long

-Equalweighted Portfolio of  231 IP equities  Stoxx Europe 600

(“IP Stoxx Europe 600 Min Risk“)

 

Short

-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