Our Beliefs

Our Beliefs

We believe in strict risk management to avoid drawdowns and to benefit from the superior power of return compounding.
Our Focus

Our Focus

To trade highly active and very liquid investment strategies with outstanding performance and an exceptional level of transparency.
Our Culture

Our Culture

To consistently innovate and to advance the success of our investors and clients with the quality of our products and services.
Our Commitment

Our Commitment

To provide outstanding results and excellent added value with high quality, absolute return and Alpha generating investment solutions.
Our Motivation

Our Motivation

At SAR we are driven by passion and dedication; being patient and disciplined, we work harder than most to achieve greater success.
Our Ethics

Our Ethics

To commit ourselves and live up to high standards of ethics and compliance.
Our Vision

Our Vision

To be one of the leading investment boutiques for active investment strategies in the field of scientific, research-driven, model-based, quantitative portfolio management.

SAR Adaptive Asset Allocation (SAR AAA)

Strategy Description

The SAR Adaptive Asset Allocation (SAR AAA) strategy is an actively managed, diversified portfolio with daily liquidity, running a dynamic and adaptive asset allocation strategy covering all asset classes world-wide. The portfolio invests into more than 20 underlying index-related investments with the objective to outperform a passively invested, globally balanced 60% equity and 40% bond portfolio while minimizing overall portfolio and tail risk. The strategy dynamically balances and adjusts portfolio holdings based on algorithms that take account of unstable and changing volatilities, dynamic correlations and price momentum behavior.

Risk/Return Profile

The strategy has a balanced risk/return profile with an attractive expected return potential of between 20% and 25% p.a. and expected volatility between 15 to 20% p.a.

The strategy offers:

  • Daily liquidity, excellent transparency
  • A dynamic asset allocation strategy with a broadly diversified global portfolio and a truly active asset allocation approach.

Suitability

  • Running a very active balanced global portfolio covering all asset classes, the strategy is an alternative or complementation to balanced asset allocation strategies running under the assumptions of MPT (passive or active).
  • Due to its large capacity, it is suitable for institutional investors looking for a ready global asset allocation strategy.
  • The strategy is a substitute or actively managed complementary portfolio to strategic asset allocation core allocations.

 


Subscribe here to receive our Newsletter  nl