Averdas Funds
AVERDAS investment funds face the challenges of the century. This century is characterized by decarbonization, deglobalization and demographic shifts, which increase the risk of falling GDP and rising inflation.
AVERDAS investment funds face the challenges of the century. This century is characterized by decarbonization, deglobalization and demographic shifts, which increase the risk of falling GDP and rising inflation.
Investment Strategy: Maximizing Returns Through Productivity Leadership
The AVERDAS Productivity Leaders Fund focuses on delivering superior returns by leveraging a scientifically backed, factor-based approach. This strategy identifies public companies that excel in four key productivity dimensions: asset productivity, process productivity, resilience, and resource return.
Employ advanced quantitative models to assess firm productivity.
Use alternative data sources to uncover unique investment opportunities.
Combine individual productivity factors into cohesive, high performing portfolio
Optimize for both growth and stability for balancing correlated factors
Prioritize companies demonstrating sustainable resource use and the ability to adopt to market volatility.
Start with over 1'000 public companies and refine the selection to the top 100.
Analyse process efficiency, resilience, and resource utilization to identify top productivity performers.
Build a diversified portfolio of approximately 30 companies, rebalancing periodically to adapt to market trends.
The Averdas investment process is divided into different levels.
At each of these levels, various factors are analyzed each time on the basis of the specific universe.
Definition of Universe with more then 1'000 companies.
Factor calculation of asset productivity leaders resulting in TOP 100 companies.
Factor calculation of process productivity within asset productivity leaders for TOP 50 companies.
Factor calculation of resilience leaders within the defined universe Top 20
Factor calculation of resilience leaders within the defined universe Top 20
Investments in Productivity Leaders in Assets, Processes, Resources and Resilience
Discover how investing in advanced technology, streamlined processes, and essential resources can enhance efficiency, drive innovation, and boost your competitive edge.
Exceptional performance and significantly delivering alpha.
Metric
Asset Factor
Process Factor
Resource Factor
Resilience Factor
Multifactor
Benchmark
Annualized Return (Full Period)
0.1524
0.1808
0.1305
0.1533
0.1666
0.0648
YTD Return (Non-Annualized)
0.1017
0.132
0.033
0.0317
0.1349
0.0851
YTD Return (Annualized)
0.1017
0.132
0.033
0.0317
0.1349
0.0851
Annualized Return (1-Year)
0.1017
0.132
0.033
0.0317
0.1349
0.0851
Annualized Return (3-Year)
0.133
0.098
0.0593
0.0515
0.1013
0.0395
Annualized Return (5-Year)
0.1839
0.1806
0.0872
0.1188
0.1945
0.0657
Annualized Return (10-Year)
0.1699
0.183
0.1217
0.1365
0.1746
0.0695
Annualized Return (15-Year)
0.1626
0.1932
0.1332
0.1516
0.178
0.0779
Cumulative Return (Total)
0.3928
14.5249
6.571
9.515
11.7167
1.8175
Annualized Volatility
0.151
0.1481
0.1491
0.1706
0.1579
0.1475
Risk-adjusted Return
0.0849
0.1003
0.0751
0.0771
0.0884
0.0417
Drawdown %
27.63
32.68
24.43
29.94
33.85
39.37
Upside Capture Ratio
111.82
113.24
106.84
123.65
114.71
-
Downside Capture Ratio
67.85
54.89
72.66
82.61
63.66
-
Return Period
2008-07 to 2024-12
2008-07 to 2024-12
2008-07 to 2024-12
2008-07 to 2024-12
2008-07 to 2024-12
2008-07 to 2024-12
Analyse process efficiency, resilience, and resource utilization to identify top productivity performers.
Datasheet PDFDiversify and improve your investment strategy for a better future with Averdas' Averdas Investments and The Productivity Leaders Funds.
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