Richfox Capital

Value

Our flagship portfolio

Value, our flagship strategy, is a systematic, purely quantitative, globally and cross-asset diversified strategy exploiting our proprietary interpretation and combination of the well-recognised persistent market anomalies such as momentum and value. It is a result of a continuous development process based on rigorous academic as well as internal research whose purpose is to maintain and fine-tune Value’s most vital characteristics. These are the control over the downside risk and the protection against large drawdowns while preserving the potential to handily outperform the broad equity market.

Potential updates to the strategy are always properly backtested and verified in paper trading before being committed to the model.

Performance (EUR)*

May 2014-Jan 2017
55.24%11.96%9.39%ValueMSCI WorldBarclay HF Index

* Includes performance of the strategy under Richfox Capital, before inception of the fund

Assets Equities, ETFs, Futures
Timeframe Mid/Long term (3 years+)
Yield
Risk
Main characteristics Systematic
Quantitative
Risk-aware
Long-term focus
Momentum & Value