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1 Sep 2014



  • The multi-asset absolute return strategies hit all-time highs at the end of August driven not just by strong performance in US Equities but also in Coffee, Nickel and Zinc
  • US Treasury bonds also contributed positively during August whilst the currency positions contributed negatively as the USD rallied
  • Performance YTD and over 1 year remains strong, and investable solutions provided by our product partners have performed in line with expectations
  • It’s interesting to note the rotation into commodities, especially the metals, first into Coffee in April, then Nickel in May, Zinc in July, Copper in August and, from September, Aluminium will also come in providing diversification to equities as well as further return potential
  • The continuing upward momentum in US Equities relative to US Treasuries mean the equity allocation remains unchanged for the coming month; US Treasury bonds and FX positions also remain similar keeping the portfolio well diversified
  • The continuing low volatility and lack of drawdown mean the dynamic leveraged strategy Dynamic Allocation remains with maximum exposure of 300%.

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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.