© 2018 Newport Asset Management

  • LinkedIn Social Icon
  • Twitter Social Icon

Newport Asset Management

Newport Private Wealth Pty Ltd  (ABN 16 166 931 960)

Australian Financial Services Licence  451820

 

Terms & Disclaimer

We have developed a number of multi-asset indexes that represent active asset allocation strategies with absolute return objectives. The strategies are reflective of our investment philosophy and quantitative research that focuses on the application of trend/momentum-driven systematic investment techniques to traditional long-only asset allocation.

 

Our indexes are based on quantitative research and follow a rigid and predetermined mathematical process or algorithm. All allocation & weighting decisions are systematic (i.e. rules-based) and are driven by time-series momentum indicators, expected return and expected volatility factors.

 

The source of returns for the strategy are purely market betas but the dynamic movement of the index allocations and allocation percentages to those betas drives the strategy's overall absolute return target.  The allocation percentages are dynamic and unconstrained and the indexes have the option to go to 100% cash in certain market environments. The indexes are re-weighted and positioned on a monthly basis.

 

The indexes are constructed using data from a selection of underlying exchange traded funds (ETFs) that cover a diversified selection of asset classes, markets and geographical regions. ETF securities data is sourced from a number of large global market data providers. The strategies and indexes have been developed through rigorous quantitative research and testing without over-optimisation or over-fitting of data.

Global Cross-Asset Trend Index (AUD)

Global Multi-Asset Absolute Return Index

Inception

31 Dec 2001

 Index Fact Sheet 

Aus Dollar

Base Currency

0 - 14 ETFs

Constituents

Monthly

Re-Balance

Strategy

Time-Series Momentum / Trend

Global Cross-Asset Trend Index (USD)

Global Multi-Asset Absolute Return Index

Inception

31 Dec 2001

 Index Fact Sheet 

US Dollar

Base Currency

0 - 20 ETFs

Constituents

Monthly

Re-Balance

Strategy

Time-Series Momentum / Trend

Global Risk Parity + Trend Index (AUD)

Global Multi-Asset Absolute Return Index

Inception

31 Dec 2001

 Index Fact Sheet 

Aus Dollar

Base Currency

0 - 14 ETFs

Constituents

Monthly

Re-Balance

Strategy

Risk Parity + TS Momentum

Global Risk Parity + Trend Index (USD)

Global Multi-Asset Absolute Return Index

Inception

31 Dec 2001

 Index Fact Sheet 

US Dollar

Base Currency

0 - 20 ETFs

Constituents

Monthly

Re-Balance

Strategy

Risk Parity + TS Momentum

Broad-based securities indexes cannot be invested in directly, and are not subject to the fees and expenses typically associated with managed accounts or investment funds. However, the NPW indexes have been designed such that they can be implemented via a basket of exchange traded products (ETFs/ETNs) thereby creating a liquid alternatives solution in the form of an ETF Managed Portfolio.

 

NPW indexes are not financial products. You cannot invest directly in the NPW indexes. Index performance does not represent actual fund or portfolio performance. Index performance assumes reinvestment of dividends, but does not reflect any management fees, transaction costs, taxes, brokerage or other expenses that would be incurred by a portfolio or fund. Such fees, expenses and commissions would reduce returns.