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QLAB ASSET ALLOCATION INDEX
TICKER
BLOOMBERG: QLABQAA
CURRENCY: USD
KEY FEATURES

Risk efficient and liquid cross asset class structure
Rotation within and between asset classes
Defensive tactical allocation to minimise systematic risk
Asset weightings determined by risk budgeting principles
No short positions
DESCRIPTION

The QLAB Asset Allocation Index represents a dynamic, cross asset class solution that combines the advantages of passive investing with access to active premium and dynamic risk protection. The index maximises the use of entire asset classes, whilst minimising stock specific uncertainty. Investment solutions tracking the index should benefit from transparency, high liquidity, low degree of volatility and positive response to inflation risk.
 

YTD 1Y 3Y 5Y 10Y RISK (10Y) MDD (10Y)
1.48% -0.87% 0.25% 2.44% 5.04% 5.04% -6.99%
RETURNS: ANNUALISED IF > 1Y
RISK: ANNUALISED STANDARD DEVIATION (VOLATILITY)
MDD: MAXIMUM DRAWDOWN PEAK-TO-TROUGH, 10Y

ALLOCATIONS JUNE

ENERGY0%
MATERIALS4%
INDUSTRIALS5%
HEALTHCARE0%
CONSUMER STAPLES0%
CONSUMER DISCRET.5%
TECHNOLOGY5%
UTILITIES0%
FINANCIALS4%
  
EQ SECTORS23%
 
WHEAT0%
SUGAR0%
COFFEE0%
CRUDE OIL (WTI)0%
ALUMINIUM4%
COPPER3%
NICKEL2%
ZINC3%
GOLD3%
  
COMMODITIES15%
 
US DEPO ON54%
2 YRS US TR0%
5 YRS US TR0%
CAD/USD0%
JPY/USD0%
CHF/USD0%
AUD/USD3%
NZD/USD3%
GBP/USD2%
EUR/USD0%
FIXED INCOME & FX62%
 
MONTHLY STATISTICS [%]

  2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
JAN -0.02 0.79 -0.55 -2.00 0.87 1.14 1.71 -1.04 0.83 1.65 1.98
FEB 1.82 3.17 -0.75 1.53 1.12 0.32 -0.02 1.80 0.29 0.28 0.63
MAR 1.26 -0.18 1.03 1.97 -0.30 0.49 1.25 -0.11 -0.07 0.20 -0.64
APR 3.35 -1.06 -1.00 0.57 1.92 0.81 0.93 0.84 -0.09 0.18 -0.64
MAY 0.73 0.18 0.90 -3.37 -0.26 -0.75 -0.98 0.23 0.77 -0.69 -0.09
JUN -0.14 1.41 -1.40 -1.10 0.23 -0.75 -1.29 0.82 -0.50 1.49 0.26
JUL 0.44 -0.52 3.05 3.60 1.09 0.79 2.08 -0.42 1.51 0.04
AUG 0.29 -0.55 1.36 -0.03 -0.08 0.25 -1.20 0.86 -2.30 -0.69
SEP 3.28 0.25 1.59 2.55 -4.98 0.86 1.61 -2.18 0.36 0.58
OCT 2.20 0.47 0.47 2.06 3.48 -0.71 1.38 0.71 -0.51 -0.63
NOV -0.28 4.32 3.20 -0.87 -0.06 0.47 1.10 0.73 -0.43 -1.51
DEC 1.24 1.37 0.12 3.48 0.61 0.16 0.73 -0.35 -0.28 -0.71
YEAR RETURN 15.04 9.95 8.19 8.42 3.48 3.09 7.48 1.86 -0.48 0.14 1.48

Live index performance since 1 Jan 2011
HISTORICAL ALLOCATIONS


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.