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4 Nov 2013


We are very happy to announce an upgrade to our website, please check out www.qlabi.com

 There you will find details of our growing family of active investment strategies, expressed as investable indices, plus details of investment access.


October witnessed a continuation of the current equity rally as well as increases in US government bonds coupled with a slight strengthening of the US dollar. The QLAB absolute return strategies shown above were well positioned with positive contributions from all equity and bond positions as well as the EUR position with only minor negative contributions coming from CHF and NZD exposure. Year-to-date, all positions show positive performance contribution. Despite a small increase in short term volatility which is a good sentiment indicator, the level remains below long term averages and all major trends are still intact and thus our absolute return strategies maintain the same exposure for the coming month.
  • Equity allocation remains unchanged with sector allocation in Industrials, Cyclicals, Non-Cyclicals, Healthcare and Financials
  • Commodity allocation remains at zero due to continuing poor trend
  • FX exposure remains moderate with positions in CHF, NZD and EUR
  • Fixed Income exposure remains the same with relatively short duration stance in the 2YR Treasury bond
  • The dynamic leverage exposure in the Dynamic Allocation strategy remains at 300%.
Spectrum                         http://www.qlabi.com/spectrum/default.asp
Asset Allocation              http://www.qlabi.com/qaa/qaa.asp
Dynamic Allocation         http://www.qlabi.com/qaa/qda.asp

Close disclaimer

DISCLAIMER: This document does not constitute an offer, a solicitation, an advice or a recommendation to purchase or sell any investment products associated with the material described herein. The purpose of this document is to describe the principles, research and ideas behind the QLAB Invest strategy indices. Prior to an investment in any product tracking a strategy index, you should make your own appraisal of the investment risks as well as from a legal, tax and accounting perspective, without relying exclusively on the information provided by QLAB Invest. Investment products tracking the indices must be issued or/and marketed by a regulated company. This document is strictly for informative purpose. The single source of the underlying asset data is Thomson Reuters Datastream and QLAB Invest cannot guarantee the correctness of the underlying asset data and cannot be held legally responsible in this regard. Any references made to historical performance up to the official live inception do not reflect actual live performance and can be subject to selection, curve fitting and other statistical biases. Performance in investment products linked to the indices may be reduced by the effect of commissions, fees or other charges in excess of those already factored into the index calculations. The level of the indices will fluctuate due to the volatility of the underlying exposures and past performance or volatility is not necessarily indicative of future results.