Portfolios have to be managed actively
After years of low interest rate and money printing, the buy-and-hold easy investing matra broke in 2022. Global stock, bond and credit markets declined substantially unanimous on the back of continuous tightening of monetary policies, inflation rise and recession risks. Lots of investors and analysts did not forecast this and even by the end of 2021, new ATH and level of more than 5000 have been predicted for the S&P 500 (R) in 2022. If something is clear, then 2022 is a miserable year for traditional investing.
But for systematic emotionless investing using mathematical and statistical models like turn-around or trend-following strategies it was an excellent year!
Summary Account Performance of our Quant Managed Account Clients for 2022
(Benchmark: S&P 100 (-22%) and NASDAQ 100 (-33%))
| Best Performing Quant Managed Account | +11.9 % |
| Lowest Performing Quant Managed Account | -0.4 % |
| Average Return / Quant Managed Account | +4.2 % |
| Average Return / Invested Capital | +2.2 % |
| Percent Accounts with positive Return: | 95 % |
| Percent Accounts with Return > 5% | 36 % |
| Percent Accounts between 0% and 5% Return | 59 % |
Get a free copy of our full-year Quantmade Performance Report 2022 as PDF Version by using the contact form or send us an email to us: Email to Quantmade
