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  • Writer's pictureArjan Bartlema

Momentum is your friend

Our Quant model generates an active return of ~10% p.a. on average, over the medium term. And now Momentum is an additional filter that will allow us to generate an additional return of ~3.5% p.a. on average, over the medium term. It has been extensively back-tested and is ready to be rolled out.

Momentum turned from negative to positive on 12 January 2023, so that is exciting and an opportunity to put the filter to work.

What it means it that we will apply a tilt/skew to our portfolios increasing beta. With this we mean that the more volatile and/or smaller and/or cyclical equities are likely to rise faster. And we will increase our exposure to them.

All selected equities are of course already all Outperforms in our Quant model. We are looking to take advantage of the likely upswing of the market and add and extra sail to our ship.

If you would like to find out what Momentum can do to your portfolio or how our various portfolios are developing (NL, UK and EU) don't hesitate to get in touch.


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