OzyTek

Dynamically Rebalanced Portfolio

admin — Wed, 16 Jun 2010 21:43:51 +0000

This investment process is intended to outperform S&P500 index while minimizes price volatility. It utilizes a core-satellite approach in creating a portfolio that reduces the downside risk without surrendering the upsides. A typical portfolio consist of a large ETF (core) position and a few other smaller positions (satellites) in equities and/or fixed incomes. The portfolio is rebalanced frequently and the typical holding period of a position ranges between 1 to 20 trading days. If you are interested in finding out more, please contact us to arrange an evaluation of the model portfolio .

Model-Based Fixed Income

admin — Tue, 08 Jun 2010 08:52:42 +0000

This investment process ranks a pool of fixed income ETFs utilizing our macro-economic, relative-value, quantitative model. The model portfolio is created with the highest ranking assets from the list and are rebalanced at a variety of trading frequencies. Below is the simulated result of recent 500 trading days.
(Click on the chart to zoom)

Equally Weighted Equity

admin — Fri, 07 May 2010 15:59:59 +0000

This investment process ranks a pool of highly liquid stocks and ETFs to be used in re-balancing the portfolio. The typical holding period of an asset ranges between 1 to 20 trading days. Below is the simulated result of recent 500 trading days.

(Click on the chart to zoom)