Performance Preservation Capital Partners
Reliable Predictive Investment Management
Performance
PPCP have developed a series of Investment Strategies which are being used to manage funds for clients.
These Investment Strategies are being used for client portfolios and are being documented to demonstrate the actual performance of each strategy.
These Investment Strategies are summarised below and detailed actual live performance summary is included in the link within each Investment Strategy.
A live summary table of all strategies is shown at the bottom of this page.
The Australian Dynamic Market Long Fund is open for investment.
The Investment Strategies - Open for Investment
Australian Dynamic Market Long - Open for Investment
Click to View Latest Live Performance
Objectives
- Deliver consistent returns in rising markets and cash returns in falling markets
- Invest in Australian stocks
Key Features
-The trading strategy invests as follows:
i) long (ie buying shares) in the top positions and
ii) investing in cash as required.
-The allocation to the top positions and cash is “dynamic” and is made using quant indicators, so that
a) in times of higher risk of capital loss, the fund invests progressively into cash, and will be fully invested in cash where the market risk is at its highest, and
b) in more favourable market times, the fund has a more long bias to maximise returns.
Performance Summary Table - Australian Dynamic Market Long Fund
Historical Performance of
the Australian Dynamic Market Long Fund vs the All Ordinaries Accumulation Index
Performance Preservation Analysis
The PPCP Process aims to deliver both Performance and Preservation offering a different risk and return profile that may potentially offer diversification benefits when combined with clients' existing portfolios.
The following table shows the historical performance of the Australian Dynamic Market Long Fund since inception.
Note how this table shows that this fund has captured:
- most of the upside performance in positive index months; and
- less of the downside performance in negative index months.
This highlights the benefit of the PPCP Process and explains how the out-performance has been generated since the inception of the fund.
The Investment Strategies - Internally Managed by PPCP
Australian Dynamic Market Neutral
Objectives
- Deliver consistent returns in rising or falling markets
- Invest in Australian stocks
Key Features
-The trading strategy invests as follows:
i) long (ie buying shares) in the top stocks and
ii) shorts (ie invest in cash/buying short ETFs) for the worst stocks.
-The allocation to the top positions and worst positions is “dynamic” and is made using quant indicators, so that
a) in times of higher risk of capital loss, the fund has equal weighting between long and shorts aiming to preserve capital, and
b) in more favourable market times, the fund has a more long bias to maximise returns.
Smart Index Australia
Objectives
- Deliver Index returns in rising markets and cash returns in falling markets
- Invest in Australian Shares and Cash
Key Features of this Strategy
- The allocation to Australian Shares and Cash is “dynamic” and is made using quant indicators, so that
a) in times of higher risk of capital loss, the fund invests progressively into cash, and will be fully invested in cash where the market risk is at its highest, and
b) in more favourable market times, the fund is fully invested in Australian Shares.
Smart Index Global
Objectives
- Deliver Index returns in rising markets and cash returns in falling markets
- Invest in Global Shares and Cash
Key Features of this Strategy
- The allocation to the Global Shares is “dynamic” and is made using quant indicators, so that
a) in times of higher risk of capital loss, the fund invests progressively into cash, and will be fully invested in cash where the market risk is at its highest, and
b) in more favourable market times, the fund is fully invested in Global Shares.
Performance Preservation Capital Partners Pty Ltd
Reliable Predictive Investment Management
ACN 604 104 510
Authorised representative under Australian Financial Services Licence no. 287730
This document has been prepared by Performance Preservation Capital Partners (PPCP) ACN 604 104 510, AFSL No 287730. It is general information only and is not intended to provide you with personal financial advice or take into account your personal objectives, financial situation or needs. You should consider, with your financial adviser, whether the information is suitable for your circumstances. To the extent permitted by law, no liability is accepted for any loss or damage as a result of any reliance on this information. The IM for the relevant fund issued by PPCP, should be considered before deciding whether to invest in that fund. The IM can be obtained from PPCP. PPCP does not guarantee the performance of any fund or the return of any investor's capital. The total return shown for each fund has been calculated using exit prices before taking into account any ongoing fees and assuming reinvestment of distributions. No allowance has been made for taxation. Past performance is not an indication of future performance.