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Smart Portfolio

Portfolios

The Smart Portfolio is a multi-strategy growth portfolio targeting an annual return of 10 percent per annum over a rolling five-year period. The algorithm is designed to identify stocks within trending sectors during periodic growth cycles supported by strong sentiment. This approach enables the algorithm to increase and decrease exposure when opportunities are scarce whilst protecting downside and mitigating exposure risk commonly associated with ETFs and managed funds.

Portfolio Snapshot
Sharpe ratio: 2.19
Long exposure Q2 end: 94%
Cash allocation Q2 end: 6%
Q2 Average days positions held: 10.08

Portfolio Configuration
Funds allocation: 100%
Funds at inception: $250,000
Position allocation: approx. 2.2% of funds
Markets: AU, DE, GB & US
Currency allocation
AU – 25%
GB – 6%
DE – 2%
US – 67%

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