EL FARO PRIVATE FUND LIMITED



 we apply science to investing

 we believe in systematic portfolio management



el faro private fund limited 
applies a scientific approach like Tactical Asset Allocation to finance with the aim to develop quantitative and systematic investment strategie.

Tactical Asset Allocation

Why?


 Tactical Asset Allocation strategies invest in broad asset classes like stock indices (ex. SPY), bond indices (TLT), and gold (GLD). Tactical Asset Allocation strategies tend to trade once a month or less, capturing major market trends and ignoring day-to-day noise.
 Unlike traditional buy & hold, Tactical Asset Allocation aims to maximize returns and minimize losses by dynamically increasing/decreasing allocation to assets expected to outperform/underperform.
 Tactical Asset Allocation differs from other active strategies in that the concepts underpinning Tactical Asset Allocation have proven effective for decades.
 All of the strategies that we trade are both quantitative and systematic, meaning well-defined mathematical rules govern exactly when and what to trade. 
 all strategies trade at the market close and trades are executed using large, liquid ETFs.
broad asset classes
share69

advantages of
tactical asset allocation 

capturing major market trends

dynamically increasing/decreasing allocation

proven effective for decades

invests in broad asset classes

quantitative and systematic

el faro private fund believes in a  systematic approach built on empirical evidence and overseen by creative minds.

our two strong beliefs



1 - active managed portfolios

 el faro private fund weights strategies depending on their risk figures to dynamically increase/decrease allocation.
 el faro private fund will dynamically adjust and
provide downside protection

different weights depending on risk parameters

weights

2 - uncorrelated trading ideas

 el faro private fund combines multiple uncorrelated trading ideas to deliver returns and diversification.
 el faro private fund uses well-justified strategies, seeking to deliver persistent excess returns with scalable capacity.

strategies correlation

corr

we believe that statistical and evidence-based approaches are best. we strive continuously to improve every facet of the investment process and generate valuable returns

our four principles



1 - research is our passion

elfaro_research
 we are driven by a continuous research and development effort.  we apply academic techniques to dynamically and stringently test every investment strategy. portfolio construction is regularly reviewed  to ensure superior returns while maintaining diversity. 
 We use scientific methods to find patterns in global financial data, developing new strategies and continually improving our existing programs seeking to create value for our clients. research is our passion and our primary task.

2 - transparency

elfaro_transparency
 we pride ourselves in providing daily look-through at our strategies. 
 by implementing most of our strategies in innovative web applications  we make a further step to increase the level of transparency. we love to share what we do rather than putting our ideas in black boxes.

3 - risk management

elfaro_risk%20management
 el faro private fund limited uses a rigorous and systematic risk management framework, which allows to model and manage risk in a unified manner, where risk is rather managed than avoided.
portfolios are regularly stress tested to ensure that they can withstand unexpected events.
 portfolio construction is regularly reviewed  to ensure superior returns while maintaining diversity. 

4 - systematic trading strategy

top.futures%20trend
 it all starts with an idea, which is tested, researched and reviewed. our findings are critically evaluated every step. successful ideas are then built into our robust, scientific investment process.
 it is much easier to trade a systematic trading system with 100% clear rules than systems with a lot of guess work every time you have to entry or exit the market.

we have a long history of providing innovative products and diversifying performance. we group our products into two main categories: Tactical Asset Allocation and volatility strategy

our solution

 shareC - el faro 4season

 shareD - el faro volatilityseason

 shareC - 
 el faro
4season

asset rotation strategy

confirmed Feb 2021: 1172.94

daily performance

shareCC

shareD - 
 el faro
volatility season

volatility strategy

confirmed Feb 2021: 834.89

daily performance

shareDD

investors can access a highly risk-controlled and systematic investment framework, participating in the benefits of rigorous diversification and the opportunity to access returns from plausible, repeatable market patterns, or phenomena.

advantages of
el faro private fund

controlled fund setup

a setup in place which guarantees a clear seperation of powers.

experienced

each professional in our team has more than 20 years of experience in managing portfolios.

administrated

monthly NAVs calculated by the administrator 

systematic trading approaches

we use a disciplined and repeatable investment process, defined by a thoroughly researched and constantly evolving set of rules.

high diversification

by investing the  portfolio in a mix of strategies we can potentially reduce overall portfolio risk.

our partners

Interactive Brokers (UK)
Limited Fifth Floor
1 Carey Street
EC2V 8AE London 

Gibraltar International Bank
Ince’s House
310 Main Street
Gibraltar

investment director

Helmuth Vollmeier,
Georg Reiter



administrator

Juno Fund Services 
Suite 741C  
Europort 
GX11 1AA
Gibraltar 

more information

offering memorandum

 you will find all information about the funds, the structure, the risks, the different parties involved and subscription / redemption forms in the private offering memorandum (PPM)
download OM >

monthly newsletter

 confirmed NAVs will be reported on a monthly basis. daily indication are available under performance
last newsletter >

 past performance

 past performance may not be indicative of future results. therefore, no current or prospective client should assume that the future performance of any specific investment, investment strategy, or product made reference to directly or indirectly on this website, or indirectly via link to any unaffiliated third-party website, will be profitable or equal to corresponding indicated performance levels.

“ It’s not the strongest of the species that survives, nor the most intelligent. It is the one that is most adaptable to change. “
Charles Darwin