SWIP Global Aggressive ETF Portfolio

January 2024
Fact Sheet
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Investment Objective

The objective is to maximise long-term returns for this risk strategy, achieving a minimum of CPI + 4.5% over a 3 year rolling basis. Optimal asset allocation is determined using sophisticated loss aversion statistical modelling.

Investment Approach

The portfolio is directed to achieve its investment objective by formulate hybrid allocation strategy. We carefully analyse macro-economic data through a top-down approach in order to determine the ideal weights between different asset classes. We then follow a bottom up approach by combining a specialized filtering and fundamental analysis technique of all the companies in our investment universe.  

Asset Class Allocation

Sector Allocation

Regional Allocation

Portfolio Information

Portfolio Manager:Sasfin Wealth Investment Platform
Launch Date:01/10/2022
Currency:USD
Regulation 28:No
Return Objective:US CPI +4.5%
Fund Benchmark:S&P Target Risk Growth Index
Minimum Investment Amount:5,000 USD

Investment Growth

Returns

1 Month 3 Months YTD 1 Year 3 Years 5 Years Inception
SWIP Global Aggressive ETF Portfolio -0.4% 13.0% -0.4% 9.5% - - 25.8%
S&P Target Risk Growth Index 0.2% 12.0% 0.2% 9.2% - - 23.3%

Fees

Investment Management: 0.70%
Brokerage: 0.35%
Total: 1.05%
*excluding VAT.

Risk Profile

Risk          
  Low Low-Mod Mod Mod-High High
Term          
  1-3 years 3+ years 3-5 years 5+ years 7+ years
  • This portfolio has a high exposure to equities and therefore tends to be more volatile than most other portfolios.
  • Expected potential long-term returns are high, but the risk of potential capital losses is high as well, especially over shorter periods.
  • Where the asset allocation contained in this fact sheet reflects offshore exposure, the portfolio is exposed to currency risk.
  • Therefore, it is suitable for long-term investment horizon.

Risk-Reward

Drawdown

Monthly Returns

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.4 -0.4
2023 6.5 -3.2 2.3 1.3 -1.7 4.5 3.1 -2.6 -3.8 -2.7 8.3 4.8 17.0
2022 4.5 7.2 -3.7 7.9

Risk Measures

SWIP Global Aggressive ETF PortfolioS&P Target Risk Growth Index
Max Drawdown (Monthly) -8.8% -7.5%
Best Month 8.3% 7.0%
Worst Month -3.8% -3.5%
Gain/Loss Ratio 2.4 2.5
Value at Risk -3.8 -3.5

Note: All risk measures shown are annualized

Information & Disclosures

Alpha - Excess return over benchmark.
Beta - Systematic measure of sensitivity risk with respect to a given benchmark.
Fees - The fees are based on the most recent historical total expense ratios and transaction costs on the underlying holdings within the portfolio. It is assumed that the holdings of the portfolios and their related cost will remain unchanged but will be updated on a quarterly basis. 
Max Drawdown - Measures largest peak-to-trough decline before a new peak is achieved.
Sharpe Ratio - Calculated by dividing a fund's excess returns over the risk-free rate by its standard deviation. The higher the Sharpe ratio, the better the fund's historical risk-adjusted performance.
Standard deviation - A statistical measurement of dispersion about an average. The higher the standard deviation, the wider the range, implyng greater volatility.
Sortino Ratio - A variation of the Sharpe ratio. Differentiates harmful volatility by using downside deviation, measuring the return to volatility caused by negative returns.
Value at Risk (VaR) - is a statistical measure of the risk of loss for investments. The potential loss in value of a traded portfolio over a defined period of time for a given confidence level. 

Disclaimer: Sasfin Wealth comprising: Sasfin Securities (Pty) Ltd, 1996/005886/07, a member of the JSE Ltd; Sasfin Asset Managers (Pty) Ltd, 2002/03307/07, an authorised financial services provider (FSP) no. 21664; Sasfin Financial Advisory Services (Pty) Ltd, 1997/010819/07, FSP No. 5711; and Sasfin Wealth Investment Platform (Pty) Limited FSP No. 45334 and their employees and agents. The information and opinions in this publication are of a general nature and do not constitute advice or represent the views of Sasfin Wealth. Sasfin Wealth takes all care to provide current and accurate information as at the date of publication but accepts no liability for errors, omissions or subsequent changes. Any references to historical data, assumptions, targets, benchmarks or examples are as indicators or illustrations only and are not fixed or guaranteed. Past investment performance is not necessarily indicative of future performance. Clients should not assume any performance or guarantees will apply unless such has been explicitly confirmed in writing. Clients should consult with their advisors and independently assess and confirm all material information before taking any action. Clients remain responsible for the investment, product and institutional risks of their decisions. Referenced investment portfolios or products may be contained within financial products or contracts issued by third party life offices, pension funds, collective investment schemes or other product providers and may be administered / managed by such providers or other third parties. Refer to applicable application forms for further detail. Note that not all products or features may be available at all times or from all Sasfin Wealth represented product providers. The contents of this publication are proprietary and may not be distributed or used without permission. Past investment returns are calculated using back tested model portfolios. Any returns, modelling or back-testing are not to be seen as a guide to or guarantee of future returns and individual client portfolio performance will differ to the fact sheet due to investment timing and minor variations in actual portfolio holdings over time. Historical data and market assumptions used in data construction are used as indicators only.