CIMalgo launches Robust Series, a global equity model capturing performance whilst mitigating volatility.
Achieving good long-term portfolio performance is as much about mitigating losses and drawdowns as it is about generating high returns in bullish market regimes. Contrary to conventional portfolio theory which suggests that reduction of portfolio risk comes at the expense of returns, the CIMalgo Robust approach achieves long-term return performance in excess of market-cap based benchmarks while maintaining a lower risk level and smaller drawdowns. The Robust Series will be explained in a number of articles as well as guiding professional investors on how to access the models which can be customized using conditions and filters such as ESG or fundamentals.
Our models are built on filters using our extensive database encompassing fundamentals and prices covering more than 100k global stocks. Each model undergoes the conditional processing by CIMalgo’s proprietary quantitative investment techniques.