IpsoFacto Investor model portfolios
Investment approach
IpsoFacto is a one stop advice shop for the DIY investor. Our aim is to provide intelligent information with integrity. The strong IpsoFacto investor investment performance is based on rigorous analysis. We use value investing principles inside a structured logical approach to provide regular investment updates to our model portfolios.
Investment performance versus benchmark
The table below shows the strong performance of our equity and investment trust models. As you can see since active launch on 31.03.12 our equity model, taking into account dealing charges, has increased by 61.7% compared to 53.4% for the FTSE All Share.
| IpsoFacto Model Performance Capital plus Income Returns to 3.03.17 | YTD | 1 Year | 3 Years | Since launch 31.03.12 |
| IpsoFacto Investment Trust Model* | 7.5% | 24.0% | 27.5% | |
| IpsoFacto Equity Model** | 2.9% | 17.1% | 20.4% | 61.7% |
| FTSE All Share | 4.0% | 22.1% | 22.9% | 53.4% |
| IpsoFacto Bond Model*** | 0.5% | 2.6% | 15.1% | |
| Bond Benchmark (total return)**** | 1.7% | 5.1% | 22.9% | |
*Based on £100,000 portfolio after estimated dealing charges + 87.2% since launch (30.04.12) v. 53.1%. **Based on £200,000 portfolio after estimated dealing charges (active launch 31.03.12). *** Based on £30,000 portfolio after estimated dealing charges; 11.2% since launch (01.06.12) v. 18.5% Bond benchmark 50% 5 – 10 year and 50% 10 – 15 year Gilts UK FTSE Actuaries Indices. **** Bond Benchmark is total return, ie. includes the effect of income reinvested in capital. |
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Asset allocation
The IpsoFacto Asset Allocation Model selects between equities, bonds and cash according to a matrix which is determined by real yields and riskiness of asset class. The back testing of this model, using the relevant indices, shows good relative returns compared to the FTSE All Share to 31.03.17, 88.8% versus 73.7% over ten years and 41.8% versus 58.7% over five years, with much lower volatility; these returns are achieved despite always holding an element of cash in a strong period for equities.
Equity model performance
The graph below shows the performance of our equity portfolio (RRR) for the five years to 31.03.17. Over this period the mode is up, purely in capital terms, 40.0% versus 32.9% for the FTSE All Share. The model is based on our relative value approach where we rank the largest UK listed equities by relative returns adjusted for risk.
The equity model is based on our Risk adjusted Relative Returns methodology (RRR).
| Discrete Annual Capital Returns | Risk Adjusted Relative Return (RRR) | FTSE All Share |
| 29.03.13 | 19.15% | 12.58% |
| 28.03.14 | 8.39% | 5.29% |
| 02.04.15 | 5.71% | 3.84% |
| 01.04.16 | -8.96% | -8.57% |
| 31.03.17 | 12.61% | 18.07% |
These are past simulated performance figures. Past performance is not a reliable indicator of future results.
RISK WARNINGS
Charges are not included in the five year figures. Stamp duty, the bid/offer spread and commission will reduce returns. Model selected annually until 31.03.12 and thereafter monthly. Performance figures are compiled by IpsoFacto Investor.com, based on prices extracted from the Financial Times.