Enhanced & direct indexing beyond the tracking error.
The rise of zero-commission stock trading has created an opportunity for investors to apply customised index investing strategies, away from ETFs. Relative iVaR allows for more effective long-term index tracking. We allow you to create fully personalised portfolios that follow any benchmark, including customised benchmarks.
Enhanced & direct indexing beyond the tracking error.
The rise of zero-commission stock trading has created an opportunity for investors to apply customised index investing strategies, away from ETFs. Relative iVaR allows for more effective long-term index tracking. We allow you to create fully personalised portfolios that follow any benchmark, including customised benchmarks.
Enhanced & direct indexing beyond the tracking error.
The rise of zero-commission stock trading has created an opportunity for investors to apply customised index investing strategies, away from ETFs. Relative iVaR allows for more effective long-term index tracking. We allow you to create fully personalised portfolios that follow any benchmark, including customised benchmarks.
Enhanced & direct indexing beyond the tracking error.
The rise of zero-commission stock trading has created an opportunity for investors to apply customised index investing strategies, away from ETFs. Relative iVaR allows for more effective long-term index tracking. We allow you to create fully personalised portfolios that follow any benchmark, including customised benchmarks.
Webinar: Beyond Tracking Error
Aside from the traditional “tracking error”, our Optimizer can minimize relative drawdowns compared to an index, allowing for more effective long-term index tracking. But the Portfolio Optimizer does support the "traditional" tracking error if you prefer to use that.
Our approach makes a natural trade-off between tracking the index, optimising tax liabilities, minimising transaction costs, and other selected investment preferences such as exclusions, ESG tilts or factor tilts.
Webinar: Beyond Tracking Error
Aside from the traditional “tracking error”, our Optimizer can minimize relative drawdowns compared to an index, allowing for more effective long-term index tracking. But the Portfolio Optimizer does support the "traditional" tracking error if you prefer to use that.
Our approach makes a natural trade-off between tracking the index, optimising tax liabilities, minimising transaction costs, and other selected investment preferences such as exclusions, ESG tilts or factor tilts.
Webinar: Beyond Tracking Error
Aside from the traditional “tracking error”, our Optimizer can minimize relative drawdowns compared to an index, allowing for more effective long-term index tracking. But the Portfolio Optimizer does support the "traditional" tracking error if you prefer to use that.
Our approach makes a natural trade-off between tracking the index, optimising tax liabilities, minimising transaction costs, and other selected investment preferences such as exclusions, ESG tilts or factor tilts.
Webinar: Beyond Tracking Error
Aside from the traditional “tracking error”, our Optimizer can minimize relative drawdowns compared to an index, allowing for more effective long-term index tracking. But the Portfolio Optimizer does support the "traditional" tracking error if you prefer to use that.
Our approach makes a natural trade-off between tracking the index, optimising tax liabilities, minimising transaction costs, and other selected investment preferences such as exclusions, ESG tilts or factor tilts.
Find out what our Portfolio Optimizer can do for you
Whether you're looking at direct indexing or building your own custom indices, we can help.
Find out what our Portfolio Optimizer can do for you
Whether you're looking at direct indexing or building your own custom indices, we can help.
Find out what our Portfolio Optimizer can do for you
Whether you're looking at direct indexing or building your own custom indices, we can help.
What's everyone reading?
Diversification in an iVaR framework: How iVaR leapfrogs Markowitz’ Curse of Diversification.
In this paper, we will explore how iVaR provides a next-generation, human-centric measure of risk that captures all risk dimensions an investor might care about. Building further on Dr. Markowitz groundbreaking work, we compare iVaR to traditional variance-based portfolios and find that iVaR tends to concentrate less and leads to more natural diversification. Dr. Markowitz was a pioneer in the world of economics and finance. His contributions and influence will remain a guiding force for us.
Read more
Assessing the subjective dimensions of risk tolerance
The limited space and time available during the in-app onboarding of clients creates a real challenge for roboadvisors. Collecting objective facts about investors is one thing. Understanding how they feel about risk is something completely different. It requires a scientifically sound methodology combined with an engaging user experience that sets the tone for a long and fruitful relationship.
Read more
Embracing the human perception of risk
InvestSuite’s approach to measuring risk arose from the desire to capture what people intuitively perceive as investment risk. In the end, investors all want the same thing – an account that offers the steady growth of a savings account with a very low probability of losing money, but with the returns of the stock market. We cannot guarantee this, but we can optimise for it, which is precisely why we have developed our own measure of risk: iVaR.
Read more
What's everyone reading?
Diversification in an iVaR framework: How iVaR leapfrogs Markowitz’ Curse of Diversification.
In this paper, we will explore how iVaR provides a next-generation, human-centric measure of risk that captures all risk dimensions an investor might care about. Building further on Dr. Markowitz groundbreaking work, we compare iVaR to traditional variance-based portfolios and find that iVaR tends to concentrate less and leads to more natural diversification. Dr. Markowitz was a pioneer in the world of economics and finance. His contributions and influence will remain a guiding force for us.
Read more
Assessing the subjective dimensions of risk tolerance
The limited space and time available during the in-app onboarding of clients creates a real challenge for roboadvisors. Collecting objective facts about investors is one thing. Understanding how they feel about risk is something completely different. It requires a scientifically sound methodology combined with an engaging user experience that sets the tone for a long and fruitful relationship.
Read more
Embracing the human perception of risk
InvestSuite’s approach to measuring risk arose from the desire to capture what people intuitively perceive as investment risk. In the end, investors all want the same thing – an account that offers the steady growth of a savings account with a very low probability of losing money, but with the returns of the stock market. We cannot guarantee this, but we can optimise for it, which is precisely why we have developed our own measure of risk: iVaR.
Read more
What's everyone reading?
Diversification in an iVaR framework: How iVaR leapfrogs Markowitz’ Curse of Diversification.
In this paper, we will explore how iVaR provides a next-generation, human-centric measure of risk that captures all risk dimensions an investor might care about. Building further on Dr. Markowitz groundbreaking work, we compare iVaR to traditional variance-based portfolios and find that iVaR tends to concentrate less and leads to more natural diversification. Dr. Markowitz was a pioneer in the world of economics and finance. His contributions and influence will remain a guiding force for us.
Read more
Assessing the subjective dimensions of risk tolerance
The limited space and time available during the in-app onboarding of clients creates a real challenge for roboadvisors. Collecting objective facts about investors is one thing. Understanding how they feel about risk is something completely different. It requires a scientifically sound methodology combined with an engaging user experience that sets the tone for a long and fruitful relationship.
Read more
Embracing the human perception of risk
InvestSuite’s approach to measuring risk arose from the desire to capture what people intuitively perceive as investment risk. In the end, investors all want the same thing – an account that offers the steady growth of a savings account with a very low probability of losing money, but with the returns of the stock market. We cannot guarantee this, but we can optimise for it, which is precisely why we have developed our own measure of risk: iVaR.
Read more