Copy Intalcon US Equities ESG Systematic
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Copy Intalcon US Equities ESG Systematic

Intalcon US Equities ESG SystemaTic

Strategy

Fund Theme:
Low Volatility and Systematic.

Strategy high level:
Systematic methods to provide trend following and counter-trend signals. Alpha generated through signal timing.
Benchmarked against the S&P 500 Top 50 (mega-caps).
Dynamic equity exposure (on average 60%) to reduce the volatility

Asset types:                
50 largest companies from S&P 500 (US mega-caps)

Diversification:
Mirrored 1:1 with the index (can be modified based on client`s needs). Index constituents are drawn from the S&P 500.
At each annual reconstitution, the top 50 companies in the S&P 500, based on float-adjusted market capitalization,
are selected for index inclusion.

Rebalancing:              
Exactly as the main index.
Once per yearin July when the index is recalibrated.
Once per month as the weightings in the index
are recalibrated.

Indicative AUM:
£4-10mil (launch)
10-50mil (6m)
25-100mil (12m)

Investor types:           
Discretionary Fund Managers
IFA clients Family Offices
Pension Funds (both dc and db)
*Organisations that require a ‘ESG’ or ‘Impact’ element to their portfolio

NOTE: basic premise is that anyone should be able to invest who has a will to grow their underlying capital at superior returns, a need or wish to support good causes that help achieve the Sustainable Development Goals from the UN
and wishes to remain with a liquid portfolio.                     

Investor countries:
Predominantly the investors will be the UK, Europe, MENA region. USA and Canada will also be targeted for investment.

Statistics

Status:
30.11.2021.
Return (YTD)
+32.00%
Return (last 12 months)
+32.00%
SHARPE RATIO (15 Years)
1.03
ANNUALIZED RETURN (15 Years)
+11.45%
ANNUALIZED VOLATILITY (15 Years)
10.86%
Maximum Drawdown
17.18%
annualized ALPHA (15 YEARS)
5.90%
Portfolio
LARGEST STOCKS FROM S&P 500
Benchmark
60% S&P 500 TOP 50 PRICE INDEX (EUR)
Correlation
0.92
TRADING FREQUENCY
15 ROUND TURNS PER STOCK / YEAR
Average holding period
16 CALENDAR DAYS
Portfolio Currency
EUR
Minimum Investment Ammount
12.000.000

Annual ReturnS

Annualized Return

Annualized Volatility

Maximum Drawdown

Sharpe Ratio

Rolling 12M Performance

Rolling 12M Volatility

MONTHLY RETURNS

Important Note

The content of this website is for information only. They do not constitute investment advice or a recommendation to buy or sell any financial product. No guarantees or representations are made as to the accuracy, completeness or correctness of the information contained herein. All information on the investment strategy is based on a model calculation (back test) and is not an indication of future performance. Backtests are no guarantee of future success. The stated alpha does not represent a guaranteed return. Neither Intalcon GmbH nor its organs or employees can be held liable for losses that arise from the use or dissemination of this information.

Intalcon GmbH is recognized by the German Federal Financial Supervisory Authority (BaFin) as an institution-independent creator and/or distributor of investment strategy and investment recommendations within the meaning of MAR (Market Abuse Regulation or German: Marktmissbrauchsverordnung).