Track record

We have a long track record of producing superior risk-adjusted returns. This is in part due to our ability to consistently identify managers who outperform their benchmarks…

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We use our proprietary 'Five Factor' model to disaggregate the returns of our potential third party managers.

We identify what returns can be explained by the five core risk factors of equity, credit, currency, interest rates and commodities, and define whatever is left as ‘skill’. We believe that this persists and search for managers who consistently demonstrate it.

We measure the risk-adjusted excess return generated by each manager over their benchmark (or ‘alpha’) and compare it to the costs of investing with that manager.

For our middle risk band balanced portfolio, the results over the last 7 years are summarised in the chart below.

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On average, the extra cost of 0.9% for manager selection has been paid for by outperformance of 2.7%.

Alpha Generated 2014 0% 2% 3% 5% 6% 2015 2016 2017 2018 2019 2020 Average Total Third Party Cost

Source: Saltus
*Alpha is measured as Jensen’s Alpha
Performance is quoted net of third party manager fees

On average, the extra cost of 0.9% for manager selection has been paid for by outperformance of 2.7%.

Alpha Generated 2014 0% 2% 3% 5% 6% 2015 2016 2017 2018 2019 2020 Average Total Third Party Cost

Source: Saltus
*Alpha is measured as Jensen’s Alpha
Performance is quoted net of third party manager fees

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Investments do not guarantee a return, the value and the income from them can fall as well as rise. You may not get back the amount originally invested. Past performance is no guarantee of future returns.