HyperHedge Indexes Performance Summary
Intended for Hedge Fund Licensing.
This purple portfolio family includes:
HyperHedge Name CAGR RiskNo.
Relative performance of the HyperHedge Index family is plotted above in purple relative to (A) the four NQ-Indexes in blue, (B) the EZPZ Index in red, (C) the five MPT benchmark portfolios in white (fixed income, conservative, moderate, growth, and aggressive), and (D) a set of asset class benchmarks (MM, AGG, SPY, and EUR) along the Efficient Frontier.
This chart illustrates the 20-year relative equity curve performance of the HyperHedge I family of portfolios. The Hyper Blend 50 portfolio might interest someone whose investment categories include: (1) eating and housing money, (2) travel and entertainment money, and (3) speculative investment and gambling money.
The primary objective of a Hedge Fund is to reduce downside risk relative to the return achieved. Hedgenicity is a measure of how well that has been done. The Sortino Ratio already is that measure. Our Dual Defense methods result in a Hedgenicity 10x that of the S&P500.
Now that's something to write home to mom about!
All HyperHedge Indexes are composed of six underlying strategies that employ our award-winning tactical momentum and defensive algorithms to evaluate a set of candidate stocks or ETFs at each month-end. The momentum leader of each becomes a member of the Index for the subsequent month.
Our StormGuard-Armor Bull/Bear Indicator determines when to be aggressive and hold equities, or to be bearish and hold defensive funds. Bull market candidates for each strategy include a Dual Defense Backstop index intended to help set a performance floor. Bear market defensive leaders are selected from a universe of over 20 different bond, treasury, commodity, and broad equity ETFs that are selected by an integrated defensive Bear Market Strategy,
Our algorithmic technology, Temporal Portfolio Theory, employs the cross-disciplinary sciences of Matched Filter Theory and Differential Signal Processing – the same technologies that enable WiFi, USB, iPhones, digital TV, to perform so well. AI Fuzzy Logic and AI Feedback Loops further improve model performance.
Risk is not a one-dimensional problem cured by a single dose of diversification. Risk is a multidimensional problem, and diversification’s passive “risk dilution” is only just the start. Our research shows that the most proficient way to reduce risk is through “risk avoidance” – specifically, avoidance of laggards and bear markets. Both require reliable measures of momentum. That’s our strong suit. It’s all about advanced signal processing that reduces noise and produces cleaner momentum signals.
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