Christian Jost
“Recent events in the world’s stock markets have proven last month's decision to reduce our equity exposure correct. We maintain all our equity positions but have set stop loss limits on all of them, whose size depends on the individual volatility of each position. On the fixed income side, we keep overweighting absolute return strategies due to the uncertain outlook for benchmark government bonds. Our alternative investments should profit from the current environment.”
Amount (E) Fund
12,000 Anglo Irish Active Income (total return GBP corporate bonds)
12,000 Kathrein Euro Bond T (quantitative euro-bond fund)
12,000 Aberdeen Sovereign High Yield Bond Fund
10,000 Coreolan Europe B (European large cap equity)
10,000 C-QUADRAT ARTS Best Momentum (computer-based trend-following momentum driven non-discretionary)
7,500 Invesco Absolute Return Fund (absolute return hedge on currency, equity and bonds)
7,500 C-QUADRAT Traithlon (multi-asset drawdown risk minimizing)
7,500 Patrimoine CA-AM VAR8 (Value at Risk = 8/multi-asset-class Hedge)
6,500 Vitruvius Japanese Equity EUR (Japan multi-style euro hedged equity)
5,000 M&G American Fund (US blend large cap equity)
5,000 SGAM Equities US Relative Value
5,000 Aberdeen Global Asia Pacific Fund (fundamental quality multi-cap)
