Equity Model Performance

We have modeled the performance of a portfolio selected according to our investment approach over the five year period from 31.06.12 to 30.06.17.  We update the equity model performance on this page each quarter. The original portfolio was started with the constituents of the FTSE 100 in March 2008 and re balanced each March, taking account of any new stocks in the FTSE 100 in each March. Since 31.03.12 we have been potentially rebalancing each month. It is important to note that this includes simulated past returns and does not take account of any charges.

IpsoFacto equity model performance derives from our Risk Adjusted Relative Return (RRR) methodology. This shows the following annual capital returns versus the FTSE All Share (the dates are the Fridays closest to the month end, except at the end of the year).

Discrete Annual Capital Returns Risk Adjusted Relative Return (RRR) FTSE All Share
28.06.13 21.1% 13.8%
27.06.14 12.0% 9.6%
26.06.15 2.8% 2.2%
01.07.16 -6.8% -3.5%
30.06.17 9.5% 12.6%

 

 

 

 

 

 

 

RISK WARNINGS

These are past simulated performance figures. Past performance is not a reliable indicator of future results.
Charges are not included. Stamp duty, the bid/offer spread and commission will reduce returns. Performance figures are compiled by IpsoFacto Investor.com, based on prices extracted from the Financial Times.

To view the investment performance for our equity, investment trust and bond model portfolios net of all estimated charges, click on the Factsheet link below.