Governance
Our Values
- Focus on investor returns through long term compounding
- Transparent low fees
- Technological and cost advantage across signal generation, stock selection, asset allocation, trading and reporting
- Openness to and sharing of the latest algorithmic developments across the scientific community
- Comprehensive performance data openly available for investors
- Timely updating of algorithms through machine learning
- Value investment principles applied to high quality, lower volatility stocks
Risk Parameters
| Parameter | Limit |
|---|---|
| AUM | Tested on $0.5 billion of AUM |
| Sector Concentration | 25% at rebalance |
| Maximum Position Targeted | 4% on a rebalance and up to 10% (in line with UCITS 5 / 10 / 40 rule) |
| Number of Positions in Portfolio | ~100 dependent on analysis of perceived opportunities |
| Minimum Market Capitalisation | >$300 million |
| Liquidity Constraints | <5 days to liquidate, based on 30% average daily volume |
| Portfolio Rebalancing Frequency | 2 Weeks – 8 weeks |
| Single Position Stop-Loss | -25% from inception price |
| Average Position Holding Period | ~3 months |
| Portfolio Risk Monitoring | Daily internal performance attribution reports with monitoring of holdings, liquidity, and risk exposures |
| Position Constraints | Control for maximum position size and sector net exposure |
| Portfolio Diversification | Portfolio holds securities diversified across complementary market segments spread across investment themes |
| Portfolio Oversight | Weekly Investment Review Automated live analysis of entire portfolio |
Disclaimer
Kindly note we are only able to provide our investment management services to Professional Investors and we cannot deal with Retail investors. We would recommend that you seek independent advice from a finance professional if you are unsure about your status. Please click below to continue.
IMPORTANT:
Sanctum Financial Investment has no connection with Sanctum Asset Management. Please see notification from the Financial Conduct Authority for further information.