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PARK CAPITAL TARGET RISK

  • Targeting balanced risk within a multi-asset, long-only strategy
  • Uses systematic techniques to actively manage risk exposures
  • Invests in futures (equity indices and government bonds), inflation linked bonds, and swaps on indices (credit and commodities)
  • Aims to deliver excess returns with a stable level of volatility, regardless of market conditions

APPROACH

The Park Capital SA Target Risk Programme follows a dynamic long-only approach seeking to achieve capital growth through exposure to futures (equity indices and government bonds), inflation-linked bonds, and swaps on indices (credit and commodities).
Investment exposure is diversified across asset classes and regions, targeting balanced risk allocations to instruments which tend to perform well at different times, and in different economic cycles.
The programme trades on a daily basis seeking to achieve its investment objective of maximising returns whilst controlling downside risks.
Systematic techniques, which are featured in other Park Capital SA products, are used to actively adapt risk exposures as appropriate for the market environment and to preserve capital during market sell-offs.
StyleMulti-strategy systematic
Investment ApproachBalance allocation
Volatility Target10%
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PERFORMANCE

YEAR TO DATE

12.1%

LAST 3 MONTHS

10.0%

1 YEAR

10.5%

3 YEAR

-27.8%

SINCE INCEPTION

47.4%

PERFORMANCE BY CALENDAR YEAR

2018

-1.9%

2017

18.0%

2016

11.5%

2015

-0.7%

2015

2.5%

As at May 2019
Inception Date 13th November 2014

Past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations.

Please note that the performance data is not intended to represent actual past or simulated past performance of an investment product. The data is calculated in USD and is based on a representative investment product or products that follow the programme. An example fee load of 1% and 20% has been applied.