The alphaport® Protect Strategy

Dynamic asset allocation with a risk budget

Many institutional investors operate within a framework that requires adherence to a predefined risk budget. In such cases, portfolio protection strategies are often employed with the aim of avoiding a decline below a predetermined value threshold within a given investment horizon.
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We have therefore enhanced our long-standing and proven alphaport® strategy with an integrated value protection mechanism: the alphaport® protect strategy combines the added value of the trusted alphaport® dynamic, which already provides the primary layer of risk mitigation, with the additional control of the risk budget through an effective value protection component.

The added value of the alphaport® protect strategy:

Dynamic management of the equity-bond allocation

Rule-based: Avoidance of psychologically induced misbehaviour

Consistent: equity exposure between 0% and 100%

Forecast-free: dispensing with the ‘uncertainty factor’ of return forecasts

Scientifically sound, tried and tested over many years

Strict risk control with lower value limit

Significant risk reduction due to the alphaport® strategy's dynamic risk management, proven over many years

Additional protect mechanism for adherence to the risk budget

Participation in good share price years

Gradual increase in the equity allocation as share prices rise

This improves equity market participation compared to a static allocation of 50% equities and 50% bonds

Long-term realisation of an additional return

By combining risk reduction in weak equity years and participation in good equity years, the alphaport® protect strategy delivers an additional return over a complete market cycle
The unique alphaport® logic, in conjunction with a lower value limit as part of the alphaport® protect concept, offers a better risk/return profile than traditional capital preservation concepts

Customised design

Basis: Client-specific asset allocation as well as return and risk specifications, including the specification of a risk budget or a lower value limit
On this basis, we customise the alphaport® protect strategy. The market indices and investment instruments used are selected in such a way that they are precisely tailored to the client's individual asset allocation and requirements

Contact Persons

Dr. Jochen Kleeberg

Managing Director, Partner

Marko Hirsch

Senior Consultant, Partner

Prof. Dr. Philipp Schmitz

Senior Consultant

Contact

Do you have any questions or would you like to make an appointment?

Please feel free to call or write us and we will get back to you in a timely manner.

+49 6173 999 600