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