Launch of the Active Asset Allocation fund
Frank Dan Jensen
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We are happy to announce the launch of the Active Asset Allocation fund.
The purpose of the fund is to provide an alternative to traditional 50/50 stock and bond mandates which promise active management at a high fee, but in reality are completely passive and often merely contain more products of the issuer, thus further increasing net cost.
4% to 9% p.a. (net of fees) over a 3-5 years investment horizon.
lower than 8% p.a.
To provide investors with a broad and well-diversified exposure to global markets in
- Fixed income
A flexible allocation method based on volatilities and correlations
- Reduces or removes holdings of assets whose volatility is increasing
- Controls the overall volatility of a portfolio
In principle it can be used on a portfolio composed of any asset type
Based on a simple, but well-known asymmetry:
- Volatility increases more when an asset is falling than when it increases
We apply the method actively managing a universe of passive ETF’s.