YE23 performance: our experimental portfolio

Nicolo Carpaneda

January 8, 2024

Markets & investing

We have run some real investing experiments in the past 18+ months, as we were coding our investment engine. In those experiments, we have incorporated some views on stocks, bonds, commodities, cryptos and FX that were emerging from our new system - and specifically from the macro strategy, one of the three pillars (together with trend-following and AI-value) of our multi-strategy investment portfolio. We present here the results. Disclaimer: these are not numbers generated with the full spectrum of choices of our investment engine. If you are curious to check what our full system has done in terms of full back-testing you can review it here.

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Experiment performance

Our cumulated performance since inception (February 2022) to 31 December 2023 has been+12.6% above our benchmark.

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=> Year-end 2023

Our portfolio has delivered a performance of +16,6% YTD, which is 2.2% ahead of its benchmark, with more liquidity and less volatility than the market. Below we report a year-end scorecard with a break-down of the performance achieved with each family of assets and we also share the full break-down of weekly portfolio changes.

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=> Year-end 2022 (Feb to Dec)

Our portfolio has delivered a performance of +0.0% in a year when everything has been in red, which is in fact 10.4% ahead of its benchmark. ‍

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Benchmark: our benchmark is defined by a neutral position represented by the first row in the below tables.‍

We are happy to go through our investment experiments and weight changes over time if interested. Just book a 30-min call via hello@pantar.ai.

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We run investment strategies with adaptive asset allocation, investing in the right place at the right time.

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The content of this webpage is provided for general information only and does not constitute investment advice and does not constitute any offer, or solicitation to offer, or recommendation of any investment product. It does not take into account your individual needs, investment objectives and specific financial circumstances. Nothing on this website is advice on the merits of any product or investment, nothing constitutes investment, legal, tax or any other advice nor is it to be relied on in making an investment decision. Prospective investors should obtain independent investment advice and inform themselves as to applicable legal requirements, exchange control regulations and taxes in their jurisdiction. Remember that investment involves risk. Past performance is not indicative of future performance. Investor should refer to the offering documentation of the product(s) they are interested in for detailed information (including risk factors) prior to investing in the product(s). If you have any query on the above and/or below information, or any product offering, you should seek independent professional advice. Any projections, market outlooks or estimates herein are forward looking statements and are inherently unreliable.  They are based upon certain assumptions and should not be construed to be indicative of the actual events that will occur.  Other events that were not taken into account may occur and may significantly affect the returns or performance of the securities discussed herein.  The information provided herein is based on matters as they exist as of the date of preparation and not as of any future date, and the publisher undertakes no obligation to correct, update or revise the information in this document or to otherwise provide any additional material.