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Intalcon strategies with positive results in first half of 2021.

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The equity market rally continued in the first half of 2021, while the gold price came under pressure. The bond market saw falling yields again from April onwards following the rise in interest rates in the first quarter. Intalcon's systematic strategies, which combine trend following and mean reversion elements with strict risk management, again performed well in the first half of the year.

Intalcon US Equities ESG Systematic

The long-only strategy that trades the largest stocks from the S&P500, gained 15.6% in the first six months and outperformed its volatility-adjusted benchmark by 5.2 percentage points. On a 3-year basis, the Sharpe ratio is 1.35, while the benchmark Sharpe ratio is 0.97.

Intalcon Global Bonds Systematic

This long-only strategy that trades a total of 14 highly liquid Treasury futures, was able to generate a price gain of 0.7% in the first half of 2021, in contrast to the negative performance of the WGBI DM ex JPY, and is thus 1.9 percentage points above the benchmark year-to-date. On a 3-year basis, the systematic strategy has a Sharpe ratio of 1.20, compared to 0.94 for the benchmark.

Intalcon Global Equities Systematic

This long-only strategy that trades 10 highly liquid equity index futures, gained 5.1% in the first half of the year, 3 percentage points behind its volatility-adjusted benchmark. On a 3-year basis, the Sharpe ratio is 0.93, while the benchmark equivalent is 0.85.

Further information on all Intalcon strategies can be found here: https://www.intalcon.com/en/investment-strategies

Status: 30.06.2021. All results are calculated in EUR and excludes performance fees

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