The alphaport® strategy

We dynamize your asset allocation

The design of the Strategic Asset Allocation is crucial for the long-term success of institutional investment. However, static equity allocation has a weakness: Investors participate in negative equity years to the same extent as in positive ones, creating a conflict of objectives between short-term risk budgets on the one hand and appropriate market participation on the other. We designed the alphaport® strategy in 2001, which is also known as "Best of Two" in the specialist literature, and have been continuously developing it ever since. Since 2003, we have been using this strategy very successfully to dynamize the asset allocation of our institutional clients.

The added value of the alphaport® strategy:

Dynamic management of the equity-bond allocation

  • Rule-Bound: Avoidance of psychologically induced misconduct
  • Consistent: equity ratio between 0% and 100%
  • Forecast-free: Waiver of the "uncertainty factor" yield forecast
  • Scientifically based, proven in practice over many years

Risk control in weak equity years

  • Consistent exit from shares in crisis years
  • In this way, substantial share losses are effectively avoided

Participation in good stock years

  • Successive increase in the share quota as share prices rise
  • Thus improvement of equity market participation compared to a static allocation of 50% equities and 50% bonds

Long-term achievement of a surplus yield

  • By combining risk reduction in weak equity years with participation in good equity years, the alphaport® strategy delivers excess returns over a full market cycle
  • Unlike classic value hedging concepts, risk control is therefore not accompanied by hedging costs

Customized design

  • Basis: Customer-specific asset allocation as well as return and risk specifications
  • On this basis, we individually design the alphaport® strategy:

    - Which markets are dynamically controlled?
    - Which instruments are used in the implementation?

Do you have any questions or would you like to make an appointment?

Please feel free to call or write us and we will get back to you in a timely manner.