Share this Article & Support our Mission Alpha for Impact
This is some text inside of a div block.
This is some text inside of a div block.
This is some text inside of a div block.

Intalcon Strategies – Performance and Impact Review 2021.

Post by 
Text Link
Intalcon's systematic strategies, which combine trend following and mean reversion elements with strict risk management and are based exclusively on price data, have all coped very well with the stock market in 2021.

Intalcon's systematic strategies, which combine trend following and mean reversion elements with strict risk management and are based exclusively on price data, have all coped very well with the stock market in 2021. The positive performance of all strategies (which are presented in more detail below), once again, proves that a systematic approach to the markets adds real value for investors - especially when sentiment is nervous and the macroeconomic outlook is unclear.

Intalcon US Equities ESG Systematic

US Equities is a long-only strategy that trades the largest stocks from the S&P500, gained 33.1% in 2021 and outperformed its volatility-adjusted benchmark by 7.6 percentage points. On a 3-year basis, the Sharpe ratio is 1.27, while the benchmark Sharpe ratio is 0.91.

Intalcon Global Bonds Systematic

Global Bonds is a long-only strategy that trades a total of 14 highly liquid Treasury futures, was able to generate a price gain of 1.9% in 2021 and outperformed the WGBI DM ex JPY by 100 basis points.  On a 3-year basis, the systematic strategy has a Sharpe ratio of 1.11, compared to 0.70 for the benchmark.

Intalcon Global Equities Systematic

Global Equities is a long-only strategy that trades 10 highly liquid equity index futures, gained 14.1% in the first half of the year, 70 basis points behind its volatility-adjusted benchmark. On a 3-year basis, the Sharpe ratio is 1.73, while the benchmark equivalent is 1.35.

Further information on all Intalcon strategies can be found here.

Our Impact as Intalcon Foundation in 2021.

As still a rather young Foundation, which has only been on the "public stage" since March 2021, it was first important for us to explain who we are and where we want to go. With many contributions, we pointed out ourselves and the environmental and social hotspots that our mission "Alpha for Impact" is about.

Slowing the rise in temperature

We started with the financial support of a scientific study that proves the absorption capacity of CO2 in brown algae (kelp). To do this, you need to know that brown algae are mostly carbon and store the carbon absorbed from CO2. Compared to the tropical standard forest, for example, many times more effective (up to a factor of 15). Brown algae do not require irrigation or fertilizer. They are not exposed to storms or fire. They are fully grown after only 6 - 8 weeks. Overall, brown algae are a very effective "antagonist" of increased CO2 emissions.

Planting trees and preserving forested areas are certainly appropriate as well. We, however, advocate the promotion of algae agriculture. More on the reasons here: https://www.intalcon.com/foundation/projekte/oceans-2050

Protecting species is protecting people

In the second project we are promoting, we are concerned with the conservation of an endangered species, the saola. This ungulate is high on the list of endangered species. More about this project here: https://www.intalcon.com/foundation/projekte/rewild

Preserving and expanding biodiversity as the foundation of all life will continue to guide our activities in 2022. "We are in the midst of the sixth mass species extinction and are experiencing the greatest species loss since the extinction of the dinosaurs. Humans have triggered it and only they can stop it." This quote from Dirk Steffens - Terra-X presenter and conservationist - and his book "Über-Leben" published in 2020 have shaken us up and motivated us to take action of our own.

Corona affects us all

We supported Care Germany financially with preventive work in vulnerable areas as part of its CARE Corona emergency relief plans. Read more here: https://www.intalcon.com/foundation/projekte/care

We will transition this hopefully temporary support into a new health project during 2022 and report on it in the News.

Flood victims in Germany

Flood victims in the middle of Germany? Until now, no one could have imagined that. But then, in late summer 2021, heavy rainfall caused rivers in the Ahr Valley to burst their banks overnight. More than 130 people lost their lives; many families their homes. The effects of climate change became obvious and delivered tragedy. With a small donation to the support association "Spenden Shuttle" we participate in the fate of our fellow human beings.

More Alpha - More Impact

The more our systematic investment strategies outperform their respective benchmarks and the more financial institutions trust our expertise and rent these strategies, the more we can support sustainable projects. Our mission "Alpha for Impact" is a win-win model - for institutional investors as well as for future generations.

Join us on this journey.

Note: All figures as of December 31, 2021. The results are calculated in EUR. Trading costs were considered, but not our performance participation.

Would you like to use this article - in full or in part - for your purposes? Then please consider the following Creative Commons-Lizenz.