Short Name: High Conviction Portfolio
Full Name: AI Active High Conviction Portfolio
Description: A multi-strategy High Conviction Portfolio targeting an annual return of 10 per cent per annum over a rolling five-year period. The algorithm is designed to identify undervalued stocks within trending sectors supported by strong sentiment whilst utilising our market timing and risk management technology. This approach enables the algorithm to increase and decrease exposure when opportunities are scarce whilst protecting and mitigating exposure risk.
Portfolio Snapshot Q4
Sharpe ratio: 2.18
Long exposure Q4 end: 34%
Cash allocation Q4 end: 66%
Q3 average days positions held: 13
Portfolio Configuration
Funds allocation: 100%
Funds at inception: $250,000
Position allocation: approx. 5% of funds
Markets: AU, DE, GB & US
Currency allocation
AU – 25%
GB – 6%
DE – 2%
US – 67%
Diversification allocation
iShares Core Composite Bond ETF: 12.5% of funds
Vanguard MSCI Index Int Shares ETF: 12.5% of funds
Vanguard AU Property ETF: 12.5% of funds
Performance Update Downloads:
High Conviction Quarterly Updates 2022 coming soon.