Intalcon US Equities ESG Systematic
Test for 3 months without obligation
Test The Strategy

Intalcon US Equities ESG Systematic

Strategy

The Intalcon systematic strategy is applied to trade the largest stocks from the S&P 500 screened for ESG compliance. This long-only model is a combination of trend and counter trend logic that continuously attempts to capitalize on short-term market swings.

Portfolio constituents are re-balanced and screened annually. The components are cap-weight-adjusted on monthly basis while trade orders at limit prices are issued on daily basis looking for fills only during active market hours.

The portfolio is expected to collect dividends at the same rate as its reference benchmark enabling this alpha-generating strategy to target an investor`s net-advantage that exceeds, on average, 25% of benchmark‘s total returns.

Statistics

Status:
30.09.2021.
Return (YTD)
+19.70%
Return (last 12 months)
+22.40%
SHARPE RATIO (15 Years)
0.98
ANNUALIZED RETURN (15 Years)
+10.90%
ANNUALIZED VOLATILITY (15 Years)
10.84%
Maximum Drawdown
17.18%
annualized ALPHA (15 YEARS)
5.80%
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).