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Investment in a diversified ETF portfolio

With special algorithms, SAMT AG Asset Management has developed an ETF portfolio that shows an optimized risk-to-return ratio. The positions do not need to be changed for a long period of time. Under normal circumstances, the re-investment of the dividends is sufficient to adjust the assets to a changing market.

Risk categories and real money development ETF portfolio

The chart shows the real money development of a SAMT AG portfolio, which was launched in November 2016. The exact development of the portfolio can be tracked in the chart (hover over the chart to see the performance numbers) and is updated on a daily base with a app. rolling 30 hours delay.

SAMT AG offers a total of 20 risk classes and has developed its own portfolio theory, which is used to develop a diversified portfolio based on a Markowitz portfolio theory. Portfolio optimization is carried out using proprietary optimization algorithms.

These mathematical optimization algorithms automatically search for the best combination of ETFs according to risk numbers and yield. Other criteria for the ETF selection are physical replication, trading volume (liquidity), sufficient history and low cost.

Risk management takes place by defining a risk class and re-investing the disbursements.

A risk-free investment in bonds results in a negative return. Compared to a risk-free interest rate of zero return, it can be assumed that the SAMT AG portfolio will yield a long-term return of more than 8% per annum (inflation adjusted return).

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Free Webinar on SAMT AG diversified ETF Portfolio

Learn all about the ETF core of the modular SAMT AG wealth management concept

Free diversified ETF portfolio webinar

In the free webinar, you will learn about the SAMT AG portfolio strategy, where an ETF portfolio is created as a stand-alone long-term portfolio, or in a modular core satellite concept along with other investment strategies.

The ETF portfolio is divided into 20 risk classes. We do not guess a portfolio or compose it to "look good". These 20 risk categories are determined by scientific criteria, due to extensive optimization no more optimal composition of an ETF portfolio than ours is possible.

You can opt for a professional risk management system with options (Plain Vanilla Put options) which, like an insurance policy, hedge against the value loss of the portfolio but do not prevent profits in a growing market. The risk management in the SAMT AG portfolio is paid once (as the insurance price or so-called "premium") for a period of time and does not prevent portfolio gains in the case of strongly rising markets while hedging or insuring against falling markets.

The chart shows the 20 ETF portfolios with the different risk levels in the middle. Bonds and ETF bonds are seen on the lower left hand, shares ETF in the upper right of the chart. The ETF risks are reduced by the diversification or distribution of the money invested into different ETFs.

Through the diversification various optimal portfolios can be put together. Investing in a portfolio always means investing in several ETFs.



The above chart shows the 20 SAMT portfolios with their respective percentages of the different ETFs.

The X axis or abscissa axis shows the risk stages, while the Y axis or ordinate axis shows the percentage split of the ETF. A higher area means more proportion in the portfolio at the respective risk profile. Low-risk ETFs, ie bonds or bonds, are blue, while ETFs are highlighted in yellow and orange with higher risk, such as MDAX, TecDAX, Dow Jones and ETF.

As an additional option to the ETF portfolio (Module 1 with a diversified ETF long-term portfolio), we offer a hegding option through options to hedge a loss. In general, the hedging of a portfolio through options reduces the long-term yield slightly.

Easy steps to open your diversified ETF portfolio:

Fill the forms and schedule a talk after you finish forms. Cancel any time without any obligation:

FAQ

Markowitz Modern Portfolio Theory optimizes risk and return at the same time. This is achieved through diversification, for example through investing in several different investments like international stocks in different countries, real estate ETFs (Exchange Traded Funds) .

In a portfolio optimization according to Markowitz, the so-called Efficient Frontier is used as a target for optimization. The portfolio closest to the Efficient Frontier is the best investment portfolio.

Risk adjustment and diversification effect are often equated with a loss of income. Risk diversification does not necessarily have to be a disadvantage in the return on a portfolio. If properly compiled, the capital can be diversified to asame return as a non-diversified investment. The diversified investment will have the same return (as a non-diversified investment) but a lower risk.

Risk is often equated with volatility (in simplified form as standard deviation). Large movements in the stock market often coincide with high volatility, but stocks tend to rise more than fall in times of high volatility. Volatility can be predicted with mathematical models as volatility is clustered.

However, this does not predict the performance of the stocks, as volatility does not allow for a direction of movement forecast (Vola is non-directional). Historically, a portfolio gains more in times of high volatility than it loses. High volatility involves both risk and opportunity, with a higher chance on the opportunity site.

We are a Swiss registered Wealth Manager and we can help you to manage your money with scientific concepts.

Our ProvenExpert Score speaks for itself. You can trust us. Need we say more?

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We have successfully developed many free diversified ETF portfolios for our customers and they are more then happy and rated our service with 5.00 stars based on 10 reviews.

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