Upload
others
View
0
Download
0
Embed Size (px)
Citation preview
NAV and Factsheet: Katalyst Kristal
PortfolioIntroductionKatalyst Kristal
Wealth Manager for the Digital Era
Company Registration Number: 201711235E
What is Katalyst?
Beat the market by taking atactical approach to portfolio
construction
Maximize risk-adjustedreturns and optimize utilityderived from higher returns
Deliver growth whilereaping the benefits of
diversification
www.kristal.ai
How does Katalyst work?
www.kristal.ai
014.3%
014.3%
014.3%
014.3%
014.3%
014.3%
014.3%
Market Data
Investor Risk Profile& Objectives
InvestmentCommittee
Genetic AlgorithmMonte Carlo SimulationHierarichal Clustering
Text AnalysisNLP (Roadmap)
Optimisation
Unbiased AssetAllocationRecommendation
Kristal Genetic Algorithm
www.kristal.ai
Katalyst Kristal
Designed with the coreand satellite approach
Medium-risk aimed atcapital appreciation
Actively rebalanced withalgo recommendation +
advisory oversight
www.kristal.ai
Markets are making a new lows, Dow's worst day in 12 years
The U.S. Federal Reserve slashed rates by 0.5% to tackle the
growing economic threat of the virus
Crude oil prices at one point fell more than 30%
As investors flocked to safer assets, the yield of the 10-year U.S.
Treasury note dropped below 1.00% for the first time
2020 started off with increasing volatility
Looking to invest but feeling uncertain? www.kristal.ai
Global stocks have whipsawed butcontinue to be vulnerable. Sell-off acrossasset classes causes stress in portfolios.
Highly volatile markets - Sharp sell-offin March followed by a rapid reboundled by large-cap technology stocks.
2020: The Cornoavirus Aftermath
Dow's 28% Decline Cumulative Returns (as of 31st Aug 2020)
www.kristal.ai
In line with market changes
Optimized for volatility
Rebalance only the best values
Tactical Rebalancing Framework
Natural selection-inspiredgenetic algo recommendation
Investment CommitteeAnalysis
Implement tactical change:
www.kristal.ai
Equity63.1%
Fixed Income35.9%
Cash1%
Equity60%
Fixed Income38.9%
Cash1.1%
Fixed Income59%
Equity39.8%
Cash1.3%
Equity51.1%
Fixed Income38.4%
Commodity10%
+ iShares 10-20 Year Treasury Bond ETF (TLH)+ Vanguard Long-Term Bond ETF (BLV)
- iShares Short-Term Corporate Bond ETF (IGSB) - iShares 20+ Year Treasury Bond ETF (TLT)
+ North America Tech Software ETF (IGV)+ iShares MSCI Russia ETF (ERUS)
- iShares 10-20 Year Treasury Bond ETF (TLH)- Deutsche X-trackers Harvest CSI 300 China A-Shares ETF (ASHR)
+ iShares Short-Term Corporate Bond ETF (IGSB)+ Invesco NASDAQ Internet ETF (PNQI)
- iShares Russell 2000 ETF (IWM)
+ SPDR Utilities Select Sector ETF (XLU)+ iShares Gold Trust ETF (IAU)
- iShares Short-Term Corporate Bond ETF (IGSB) - Invesco NASDAQ Internet ETF (PNQI)- iShares Barclays TIPS Bond Fund (TIP)
Equity51.4%
Fixed Income37.2%
Commodity10.4%
+ State Street Financial ETF (XLF)+ Emerging Markets Internet & Ecommerce ETF (EMQQ)
- SPDR Utilities Select Sector ETF (XLU)
Asset Allocation January 2020 March 2020 April 2020 June 2020
The chart is as of 12th September 2020
Equity
Fixed Income
Commodity
Cashwww.kristal.ai
0% 2.5% 5% 7.5% 10%
Katalyst
Benchmark
0% 5% 10% 15% 20% 25%
Katalyst
Benchmark
www.kristal.ai
Katalyst
9.99%
21.80%
Annualised Performance (as of 31st Aug 2020)
Total Performance (as of 31st Aug 2020)
(Benchmark: 50% ACWI + 50% LQD)
Sharpe Ratio
Maximum Drawdown
0.74
-13.19%
Volatility 13.55%
Scheme Information8.49%
18.49%
2
4Transparency and Trust
Licensed by MAS (Singapore), SFC (Hong Kong),
and SEBI (India), we are transparent in costs and
your holdings.
Whether you are a new, experienced or a busy
investor, our advisors will work with you to
optimise your portfolio as needed.
Better Personalization
Why Kristal.AI?
Better Access to Markets
Cherry-picked offerings across asset classes,
curated ETFs across 200+ indices and
geographies, and access to hedge funds not
available at most private banks.
2
4
More Value for Less
Explore a variety of investment opportunities
without extravagant management fees. A treasury
bond is always more expensive on any other
platform than it is on Kristal.AI.
1
3
www.kristal.ai
Disclaimer:
The information contained herein is only for informational purposes and are subject to risks. The information should not be construed as any form of advice or recommendation relating to investments, tax, legal, financials, businessor any matter and should obtain their own independent advice. The information is provided on ‘as is’ basis and Kristal.AI or its affiliates, does not make any representation, undertaking, warranty, guarantee, or other assurance as tothe timelines, completeness, correctness, reliability, or accuracy of the materials and data herein.
The information contained should not be construed as an offer to sell, purchase securities and/or to provide services by Kristal.AI or its affiliates. Any such transaction shall be subject to a contractual understanding, necessarydocumentation, applicable laws, approvals and regulations. Kristal.AI and its affiliates accept no liability or responsibility whatsoever for any direct or consequential loss and/or damages arising out of or in relation to any use ofopinions, forecasts, materials and data contained herein or otherwise arising in connection therewith.
The Sophistication Level represents the complexity of the related security or investment strategy as per the regulatory definition. Risk Level represents broader descriptive classification of the incremental complexity for easierunderstanding by all potential investors.
Commercial Terms & Asset Specific Risk
RISK LEVEL
Low
For Retail Investors:
Treasury bonds / Money market bonds / High grade Government Bond ETF
Corporate bonds (Investment grade) ETFs
MediumHigh yield bonds ETFs / Gold ETF / REITS ETF / Developed Market Equity broad Index ETF
Developed Mkt MId & Small Cap Equities ETF / Subordinated Bond ETFs / Silver & Broad Commodity ETF / Single Name IG Corporate Bonds
Direct Equities Large cap (More than USD 5B market cap) / Emerging market ETFs (Bond & Equity) / Single commodity ETF
High
Inverse & Leveraged ETFs / Small-Mid Cap equities (Less than USD 5B market cap) / Single name Sub-IG bonds / Unleveraged ELON with underlying of SL 3 and below
(long only via options) (Bull Call Spreads / Bear Put Spreads / Long Butterfly Call or Put Strategies)/ Covered Call Strategies / Long-Short Hedgefund arbitrage strategies(e.g. Ariana, Aurigin)/ AT1 Bonds/ CoCo Bonds
Very HighLong Short Equities BG Long Short / Private Equity and VC like Investments
Strategies that include Index Options (includes selling) Index Technical Trader
Strategies that include Single Stock Options (includes selling) / Leveraged Pooled Strategies (Carry++ / ELONs on Underlying SL 3 and above and with embedded leverage
INSTRUMENT TYPE/CLASS
For Accredited Investors:
Get in touch with your Kristaladvisors for more insights.
Disclaimer: The recommendations contained herein are for the exclusive use of the investors and prohibits any form of disclosure or reproduction. The content cannot berelied upon by any other person for any other purpose. The recommendations are information provided to the investors and are subject to risks. Any recommendationsincluding financial advice provided by Kristal.AI or its affiliates shall be subject to contractual understanding, necessary documentation, applicable laws, approvals andregulations. Though the recommendations are based on information obtained from reliable source and are provided in good faith, they may be valid only on the date andtime the recommendations are provided and shall be subject to change without notice. Kristal.AI or its affiliates, does not make any representation, undertaking, warranty,guarantee, or other assurance as to the timelines, completeness, correctness, reliability, or accuracy of the recommendations herein. The investments made by the investorsmay suffer losses and the investor shall bear all the losses in connection with an investment. Kristal.AI and its affiliates accept no liability or responsibility whatsoever for anydirect or consequential loss and/or damages arising out of or in relation to any use of opinions, forecasts, materials and data contained herein or otherwise arising inconnection therewith.