Dynamic Global Asset Allocation

The system allocates its funds in a broad range of asset classes ETFs, with the aim of maximising multidimensional diversification, thru several layers of systematic vetting. It invests dynamically in Gold, Bonds, Domestic and International Equities, Currencies and Alternatives. Securities are held on average for 1 month, during periods of extreme volatility holding period may vary. The aim of the strategy is to generate stable growth in every market condition, with minimal drawdown and fast recovery. The portfolio is therefore meant to outperform the benchmark in terms of risk adjusted return and maximum/average drawdown, and not in absolute return terms. The fund target return is 7/8% p.a. with a 5/6% annual volatility (monthly returns). In the backtest period (1999-2018), 91.2% of the trailing 12 month periods exhibited positive cumulative returns.