Our investment edge is behavioural. Specifically, we seek to take on expanded risk premium when there has been a rapid and emotional shift in beliefs around trend returns on an asset. We bolster our investment process by implementing a systematic quant screening process alongside ESG considerations.

Our Process

1

VALUATION

Rank assets by their real yield to identify large valuation anomalies

2

PRICE versus FUNDAMENTALS

Identify divergences between price, beliefs and fundamentals

3

RAPID PRICE ACTION

Allocate to the asset after a rapid and emotional capitulation in price

The core components of VPAM’s investment strategy are return and carry and behavioural price episodes. Specifically, we seek to take on the emotional sources of price volatility that are inconsistent with fundamentals.

In addition to capitalising on these episodes, we pursue high risk-adjusted carry in instances where it is being compensated to take risk. We employ a strategy that strives for a low correlation to traditional risk assets.

We aim to provide investors with absolute returns, through-the-cycle, by integrating a systematic quantitative approach to behavioural investing. The strategies and instruments employed vary at different points in the cycle.

VPAM achieves exposure primarily through exchange traded funds, index futures, equity sector baskets, swaps, options, FX and FX derivatives, each of which are traded through recognised exchanges or via the over-the-counter markets.

Contact Us

Singapore
3rd Floor,
179B Telok Ayer St
Singapore

enquiries@vantagepointam.com