SAR Adaptive Asset Allocation (SAR AAA)
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.
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.
- 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.