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Compare and backtest your approach against real data
Backtesting can help gauge the effectiveness of a particular investment strategy.
Assumptions covering a specific investment hypothesis can be applied to a new investment opportunity, and then compared to past data and stock prices. This can reveal important data about the relationship between past and predicted performance. It can also tell us about the possible evolution of a security, under certain conditions and within a given timeframe. Here is how we apply this information.
How do we engineer a new investment theme? Phase 1 : Establish base hypothesis Record required dataAnalyse data relationships Identify data exceptionsPhase 2 : Appraisal Run hypothesis within backtest scenarioAnalyse resultsRepeat all prior steps (Phase 1-2) until satisfactory results are obtainedRetain data-supported hypothesis for investment theme applications
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Technology is transforming every industry. Tomorrow's winners know this and base their strategies around it.
How about you? What will you do?
Click on "Tell me more" now to see our list of pre-defined investment themes, together with a selection of appropriate indices for comparison.
Using the past to inform the future
iX-7 Asset Management SA’ system possesses over 16 years of invaluable financial analysis which you can access easily and efficiently to put your strategy to the test under real-world conditions.
Performance data is available through the model below; complementary statistical data for our investment themes is available in the section "Assistance-Downloads".
The benefits of using backtested model investment themes
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Click on "Tell me more" now to see our list of pre-defined investment themes together with a selection of appropriate indices for comparison.
The Agrochemicals investment theme consists of leading companies in this field. This is a pure satellite investment theme with high-binary return/loss potential. Demand for agrochemicals is highly dependent on hexogen elements such as crop prices, weather and finally end consumer demand; as well as political issues. This makes this satellite theme particularly difficult to manage, but the secular growth trend should prevail as the world population aspires to higher quality and more diversified food.
Newly available technologies are a game changer for the energy industry. So far however there has not been mass implementation and take-up as most projects encounter severe resistance from concerned members of the public. As a result solar towers, wind and wave farms, etc. frequently need to built in remote locations or offshore which involves additional challenges to solve.
The American Star investment theme consists of top-ranking, key US companies.
Historically seen, this sector is defensive and noncyclical. However, with healthcare costs increasing, higher rebates, the expiration of block-buster patents and the growing demand for healthcare services and managed care, the sector is becoming more and more cyclical. A secular growth trend is however possibly in the making as the baby boomers are reaching retirement. An ageing population promises well for the sector as the major share of people’s medical expenses are spent in the last years of their life.
The Next Generation investment theme consists of companies ranked in top position when screened for innovation leadership. The selected companies have a proactive approach to change and new developments. However, they represent a level of risk which is well above average, therefore this basket is most suitable for proficient investors.
The Swiss Premium investment theme consists of leading Swiss companies which are expected to outperform others due to their business models and who also enjoy large sales exposure driven by their activities abroad. Furthermore, the selected companies must have an above average Sharpe Ratio (Exp).
The Swiss Small and Mid Cap investment theme consists of leading Swiss small and medium sized companies which are expected to perform well because of their business models and because a substantial amount of their sales exposure is driven from activities in emerging markets in Asia (EMA). Furthermore these companies must have an above average Sharpe Ratio (Exp) to be included in this theme.
The tablet and smartphone market has been witnessing a stream of rapid developments, ranging from the semiconductor industry to telecoms improvements. End demand in fact has never weakened, even throughout the financial crisis, although prices have remained high. The arrival of additional competitors has widened the offer dramatically. Obviously, Apple is the biggest winner; however we believe that a portfolio focusing on tablets and smartphone’s should include its sub-contractors and some competitors.
The Technology Investment Theme I offers investors broad exposure to technology companies, mainly based in the US. The sector comprises the following sub-sectors: Computers and Peripherals, IT Services, Software, Telecom Services, Semiconductors, Communication Equipment and Internet Services and Software.
The Technology Investment Theme II offers investors broad exposure to technology companies, mainly based outside the US (in the ex US). The sector comprises following sub-sectors: Computers and Peripherals, IT Services, Software, Telecom Services, Semiconductors, Communication Equipment and Internet Services and Software.
The All-Star investment theme consists of top ranked companies emerging from a screening of worldwide key industry players.
The Disordered Scenario investment theme consists of companies expected to outperform others in uncertain economic conditions. The present asset allocation is centered around: Pharma, Consumer Staples and Luxury, Energy (petrol, gas, and coal), Mining stocks (precious metals).
By definition, emerging market investments tend to be more volatile because of the higher operational risk these companies are exposed to. A smart way to circumvent part of this issue is to invest in companies in developed countries which earn a portion of their turnover in emerging markets. Hence, the investor benefits from a well-established management structure and investment in a rapidly growing area.
The Exchange Traded Fund (ETF) investment theme is designed for investors who want to put a smaller amount of money to work and who do not wish to enter into individual security holdings; either due to costs or due to a desire to diversify. ETFs are also an excellent tool to manage market volatility as investments can be spread across virtually every asset class and hence take advantage of sector or industry trends, while individual company risk is avoided.
The Follow Warren Buffet investment theme consists of companies in which Warren Buffet has interest through his firm Berkshire Hathaway Inc. By definition, Mr Buffett reproduces a classic value strategy with a strong focus on the intrinsic value of a company. The underlying fair value of a company is based on the future earning power and the economic value added (EVA). Mr Buffett believes that EVA most closely combines the 12 considerations he is most concerned about. These considerations can be grouped in the following way: type of business, management, key financial values and value creation.
The Healthcare, Education and Information Technology (HEI) sectors are possibly at the verge of a renewed secular growth trend. The companies included are selected using a due diligence process which focuses on best in class companies and looks at innovation and management track record, business exposure in terms of sales and production, as well as value creation for shareholders.
The Recession Scenario investment theme consists of companies expected to outperform others should the economy enter a global recession. The present asset allocation is centered around Pharma, Telecommunications, Consumer staples and Mining stocks (precious metals).
The Recovery Scenario Model investment theme consists of companies expected to outperform others in a global economic recovery scenario. The companies have been selected using a due diligence process which focuses on management track record, business exposure in terms of sales and production, as well as value creation for shareholders. The present asset allocation is centered around the: IT, Luxury, Banks and Energy sectors.
Below is our list of pre-defined investment themes together with the respective indices for comparison:
Put your investment theme to the test
In a constant effort to ensure the transparency of our investment theme performance, data is made freely available. See how your current portfolio model would have performed in the past.
Choose a pre-defined investment theme, an index, and a time period for your analysis from the lists below.
Knowledge is power.
