Closed to New Business
Copia’s Select Volatility portfolio range is designed to target a clearly defined volatility objective, whilst maintaining exposure to assets with potential for real returns. In this portfolio range, capacity for loss is a key consideration of your client needs, and portfolio ‘drift’ is a key risk to your client outcomes. Select Volatility portfolios have been designed for your clients with medium-term investment horizons where capacity for loss and capital preservation is a primary consideration.
An investment portfolio where capacity for loss is the primary consideration
Defined by Risk-Return Expectations
Strategic (asset-based), Tactical realignments using the Copia Risk Barometer
Copia Screened ETFs
Min/Max Position, Turnover, Asset Range
0.20%
Our investment process for the Select Volatility portfolios:
1. Set volatility targets
We have created ten portfolios to match target volatility ranges.
2. Screen for best ETFs
We use our ETF screener to identify the best ETFs for each asset class.
3. Tactical Asset Allocation
We use Copia’s Risk Barometer and take into consideration short term expected returns, volatilities and correlations from our Quant Model to adapt asset allocation.
4. Optimised Portfolio Construction
We construct the Select Volatility portfolios using the screened ETFs subject to consistent parameter constraints.
The Copia Select Volatility range provides investors with a portfolio constructed and managed using the same principles as those adopted by the world’s largest institutional investors. The range offers a choice of ten portfolios to match each of your clients’ risk preferences for medium-term investment horizons. Each portfolio has a dynamic asset allocation approach driven by our Quant Model expectations and optimised to target a volatility level for the portfolio as a whole. Portfolios are then constructed using Copia’s proprietary ETF screening process.
Shaded region in the above chart represents illustrative exposure to Equity and Risk assets (Equities
and Alternatives) within the portfolio.
tbc
Advisers can evaluate Copia Select Volatility portfolios’ outcomes by:
For historic data, we use 36-month data as a minimum measuring period. Advisers can also use Value at Risk (VaR) to obtain a snapshot of the potential downside risk over a period of a particular asset allocation at a particular time.
For illustration only Returns based on Total return, assuming income is re-invested immediately and rebalanced on due dates.
The current Target Market and Value for Money statements for this portfolio can be downloaded by clicking on the links below.
For more information about the Copia Select Volatility range speak to one of our relationship managers by calling 020 4599 6475 or emailing us at [email protected]
This information is intended for professional financial advisers only. Copia does not provide financial advice. This information is not intended as financial advice and should not be interpreted as such. Model investment portfolios may not be suitable for everyone. The value of funds can increase and decrease, past performance and historical data cannot guarantee future success. Investors may get back less than they originally invested.
I work for an advisory / professional firm or other eligible counterparty.
I will take responsibility for any jurisdictional restrictions that apply to the services described by this website in accordance with applicable law and regulation.
I have read and accept that Cookies are used on this website. I understand that a Cookie will show that I have accepted the terms to access this website.
I confirm that I am resident in the UK or other EU Country and I am not a US citizen.
I have read and accept that Cookies are used on this website. I understand that a Cookie will show that I have accepted the terms to access this website.
The content of this website may only be viewed by persons that meet either of the above conditions. If neither option is applicable please click here which will close this webpage.
