shareC -
el faro 4season

 a tactical asset rotation strategy

 portfolio management in action

strategy description

100% systematic asset rotation strategy

 unlike a traditional buy & hold portfolio elfaro 4season is able to increase returns and minimize losses by increasing the allocation to assets that are expected to outperform and reducing the allocation to assets that are expected to underperform
 by combining "Tactical Asset Allocation" strategies and volatility strategies, we offer the unique opportunity to participate in a portfolio which, thanks to its various elements and strategies, offers a high degree of diversification and thus an excellent risk/return ratio. 

all weather fund

 an increasing number of investors are recognizing the benefits of a multi-asset approach, including the potential for improved diversity, greater liquidity, and reduced volatility. 
 also advantageous is the ability of the algorithm el faro 4season to fit readily alongside a variety of investment approaches and asset class categories.

risk management

 the adaptive asset allocation framework optimizes a portfolio of global asset classes and strategies daily.
 due to different volatilities of the strategies and asset classed, el faro 4season weights them depending on their risk figures.
 the adaptive asset allocation applies a risk parity framework.

suitable for

 investor feels confortable with the risk level comparable to investing into developed stock markets.

investment target

 average performance: 8 % - 12% p.a.
 volatility target: 10% - 12% p.a.
 20% loss of value possible during the investment

advantages of
shareC -
el faro 4season

systematic approach

100% systematic, purely quantitative therefore no human influence in the decision making process.

logic return drivers

portfolios like el faro 4season include only strategies based on sound and logic return drivers like momentum or mean reversion.

"noise" filter

a ranking filter applied to all asset classes determines which of the assets classes will be traded in the portfolio. 

major trends

elfaro 4season tends to capture major market trends and to ignore day-to-day noise.

main asset classes

bonds, equities, commodities, gold, currencies, real estate and volatility.

uncorrelated strategies

elfaro 4season weights strategies depending on their risk figures to combine multiple uncorrelated trading ideas.

 asset classes in el faro 4season


 STOCK INDEX - emerging stock markets
 STOCK INDEX - international stock markets ex USA
 STOCK INDEX - stock markets USA

 BONDS - US bonds + 20yr
 BONDS - high yields bonds
 BONDS - convertible bonds

 US dollar index
 US - real estate
 CRYPTO Currencies

 portfolio change

 markets are monitored on a daily basis
 investments in top performing asset classes selected by a ranking filter
 low turn over
 cash protection

 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.

"Pure mathematics is, in its way, the poetry of logical ideas."
Albert Einstein