Nov 13, 2013 ... NHB-QLAB Asset Allocation tracks the QLAB Asset Allocation Index - a dynamic,
cross asset class solution that combines the advantages of ...
NHB-QLAB ASSET ALLOCATION DESCRIPTION
NOVEMBER 2013
PERFORMANCE
104
• Risk efficient and liquid cross asset class structure
SYMBOL HBQL1 • HQBL1: 103.20
• INDEX: 102.49
As of 29-Nov-2013
VALOR 21982315
103
ISIN CH0219823157
• Monthly rotation within and between asset classes • Defensive tactical allocation to minimise systematic risk • Asset weightings determined by risk budgeting principles
LISTED SCOACH SWITZERLAND
CURRENCY CHF
102
MANAGEMENT FEE P.A. 0.8%
101
• No short positions 100
CONTACT
NHB-QLAB Asset Allocation tracks the QLAB Asset Allocation Index - a dynamic, cross
Issuer / Market Maker
99
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 benefit from transparency, high liquidity, low degree of volatility and positive response to inflation risk. ANNUALISED OBJECTIVES: 3Y HORIZON > RETURN: CASH+5% VOLATILITY: 4-6%
Thomas Maag
98 Aug 13
Sep 13
Oct 13
Nov 13
Neue Helvetische Bank AG [1]
ANNUALISED IF > 1YR
AUG13
MTD
YTD
1Y
3Y
HBQL1
3.20%
1.23%
NA
NA
NA
INDEX
2.49%
1.10%
6.70%
6.93%
5.61%
[1] Performance since trading started on 5th of August 2013
MARKET COMMENT QLAB Asset Allocation had another strong month driven primarily by exposure to US equities and although the S&P500 showed good performance, some sectors were relatively weak, re-iterating the need to be selective. For example Utilities and Basic
Seefeldstrasse 215 8008 Zürich Kontaktperson: Thomas Maag T:+41 44 204 56 78 E:
[email protected]
CURRENT ASSET ALLOCATION
W: www.nhbpro.ch
ENERGY
0%
WHEAT
0%
CASH
2%
BASIC MATERIALS
0%
SUGAR
0%
2 YRS US TR
58%
W: www.neuehelvetischebank.ch
INDUSTRIALS
6%
COFFEE
0%
5 YRS US TR
0%
Materials were negative for the month. The strategy remain exposed to the 5 best
HEALTHCARE
8%
CRUDE OIL (WTI)
0%
CAD/USD
0%
ADVISOR
performing sectors not only month-to-date but also year-to-date. Further positive
CONSUMER STAPLES
6%
ALUMINIUM
0%
JPY/USD
0%
Dr. Steven Bates, CEO
performance contribution came from the exposure to CHF, EUR and the 2YR Treasury
CONSUMER DISCRET.
6%
COPPER
0%
CHF/USD
3%
TECHNOLOGY
0%
NICKEL
0%
AUD/USD
0%
UTILITIES
0%
ZINC
0%
NZD/USD
2%
Odeon Haus, Limmatquai 2
strong positive performance contribution since it was put on. Equity risk generally remains
FINANCIALS
6%
GOLD
0%
GBP/USD
0%
8001 Zurich, Switzerland
low and stable and the major trends are intact hence the allocation remains similar except
EUR/USD
3%
T: +41 43 888 7349
for a new position in GBP due to increasing strength against the USD.
EQ SECTORS
with only negative contribution from the NZD exposure, although that position has had
32%
COMMODITIES
0%
FIXED INCOME
68%
QLAB Invest Switzerland Ltd.
E:
[email protected] W: www.qlabi.com
Disclaimer: This presentation is made by Neue Helvetische Bank AG and may not be copied, altered, offered, sold or otherwise distributed to any other person by any recipient without the consent of Neue Helvetische Bank AG. Although all reasonable effort has been made to ensure the facts stated herein are accurate and that the opinions contained herein are fair and reasonable, this document is selective in nature and is intended to provide an introduction to, and overview of, the business of Neue Helvetische Bank AG. Where any information and statistics are quoted from any external source, such information or statistics should not be interpreted as having been adopted or endorsed by Neue Helvetische Bank AG as being accurate. Neither Neue Helvetische Bank AG nor any of its directors, officers, employees and advisors nor any other person shall have any liability whatsoever for loss howsoever arising, directly or indirectly, from any use of this information. The facts and information contained herein are as up to date as is reasonably possible and may be subject to revision in the future. Neither Neue Helvetische Bank AG nor any of its directors, officers, employees or advisors nor any other person makes any representation or warranty, express or implied, as to the accuracy or completeness of the information contained in this presentation. Neither Neue Helvetische Bank AG nor any of its directors, officers, employees and advisors nor any other person shall have any liability whatsoever for loss howsoever arising, directly or indirectly, from any use of this presentation. This presentation may contain projections or other forward-looking statements related to Neue Helvetische Bank AG that involve risks and uncertainties. Readers are cautioned that these statements are only projections and may differ materially from actual future results or events. All forward-looking statements are based on information available to Neue Helvetische Bank AG on the date of its posting and Neue Helvetische Bank AG assumes no obligation to update such statements unless otherwise required by applicable law.
