Arminius Capital Wholesale and Retail Products

1H2022 ARMINIUS CAPITAL PRODUCT SUITE


Wholesale IMAs

The Arminius Capital ALPS IMA provides investors with exposure to all asset classes in the global macro universe. Arminius’ aim is to provide smooth positive annual returns with lower volatility and lower risk than concentrated single market/asset class exposure. Our absolute return investment methodology utilises a combination of fundamental, momentum and quantitative inputs. As an absolute return fund, the objective is to preserve the capital base across every 10 year rolling period.

The Investment Management Fee is 2.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 20.0% of any performance of the ALPS IMA (benchmark of 0%; absolute return), calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital ALPS IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

Data and metrics available on:

The ARMS IMA was created for sophisticated investors who are looking for long/short exposure to Australian equities in a systematic, risk-managed portfolio.
Because Arminius Capital are strong believers in the preservation of their investors’ capital, the ARMS IMA will utilise derivatives (index futures & index options) to hedge downside risk. Long exposure will be obtained via holding an S&P/ASX200 ETF (generating exposure to Australia’s above world average index dividend yield), with short exposure obtained via derivatives.

The ARMS IMA uses a combination of value, momentum and mean reversion signals generated from a proprietary model of the S&P/ASX200, in order to allocate a risk-managed exposure to the Australian equities market.

The Investment Management Fee is 2.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 20.0% of the outperformance of the ARMS IMA above the SPI 200 Futures Index, calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital ARMS IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

 

The ERMS IMA was created for sophisticated investors who are looking for long/short exposure to European equities in a systematic, risk-managed portfolio.
Because Arminius Capital are strong believers in the preservation of their investors’ capital, the ERMS IMA will utilise derivatives (index futures & index options) to hedge downside risk. Long exposure will be obtained via holding a portfolio of select STOXX Europe 600 equities, with short exposure obtained via derivatives.

The ERMS IMA uses a combination of value, momentum and mean reversion signals generated from a proprietary model of the STOXX Europe 600, in order to allocate a risk-managed exposure to the European equities market.

The Investment Management Fee is 2.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 20.0% of the outperformance of the ERMS IMA above the Euro STOXX 50 Index, calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital ERMS IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

 

The CMOD IMA was created for sophisticated investors who are looking for long/short exposure to commodities in a systematic portfolio.

Because Arminius Capital are strong believers in the preservation of their investors’ capital, the CMOD IMA will utilise derivatives (futures, options, ETFs) to hedge downside risk. Commodity exposure will be obtained via holding a portfolio selected for signal strength in Crude Oil WTI, Brent Crude Oil, NY Harbor ULSD, RBOB Gasoline, Henry Hub Natural Gas, Gold, Silver, Aluminum, Copper, Zinc, Iron Ore, Coal, Corn, Soybeans, Wheat, Sugar.

The CMOD IMA uses a combination of value, momentum and mean reversion signals generated from proprietary models, in order to allocate exposure to the global commodities market.

The Investment Management Fee is 2.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 20.0% of the outperformance of the CMOD IMA above the S&P-GSCI COMMODITY INDEX (GI00), calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital CMOD IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

The 500RMS IMA was created for sophisticated investors who are looking for long/short exposure to US equities in a systematic, risk-managed portfolio.
Because Arminius Capital are strong believers in the preservation of their investors’ capital, the 500RMS IMA will utilise derivatives (index futures & index options) to hedge downside risk. Long exposure will be obtained via holding a portfolio of select S&P500 equities, with short exposure obtained via derivatives.

The 500RMS IMA uses a combination of value, momentum and mean reversion signals generated from a proprietary model of the S&P500, in order to allocate a risk-managed exposure to the American equities market.

The Investment Management Fee is 2.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 20.0% of the outperformance of the 500RMS IMA above the S&P500 Index, calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital 500RMS IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

The Arminius Capital GLBO IMA was created for sophisticated investors who are looking to diversify part of their assets away from Australia. The Arminius Capital GLBO IMA invests in global equities markets with the intention of giving investors exposure to economies whose cycles and driving forces are different from Australia’s. The Arminius Capital GLBO IMA will also provide exposure to sectors which are not well represented in Australia, such as technology, aerospace, and pharmaceuticals.
Because Arminius Capital are strong believers in the preservation of their investors’ capital, the Arminius Capital GLBO IMA will be restricted to investing in broad-based exchange traded funds (ETFs) and similar securities listed on the share markets of developed countries. In particular, the Arminius Capital GLBO IMA will not undertake speculative investments.

The Investment Management Fee is 1.1% pa of net asset value, calculated monthly, inclusive of GST. There is no performance fee, because Arminius Capital believes that such a fee is inappropriate for a strategy which is intended to provide mainly passive exposure to world share markets.

The Arminius Capital GLBO IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

The Arminius Capital SEED strategy was created in June 2019 for sophisticated investors who want to achieve superior equity returns by investing in environmentally conscious global businesses. SEED looks for profitable companies which are focused on growing sustainable industries and on remediating the environment. The name SEED stands for “Sustainable, Environmental, Ethical, Diverse”. Typically, the Fund will invest in sectors such as:
• Water supply and treatment
• Clean energy
• Sustainable agriculture and forestry
• Sustainable fisheries
• Pollution control equipment
• Green technology.

Because SEED is intended to generate superior investment returns, Arminius Capital applies its proprietary investment analysis techniques to companies which are listed on stock exchanges in the developed world. These techniques are mostly quantitative, but we also include qualitative factors such as an analysis of industry trends and an assessment of each company’s goals and achievements.
The Arminius Capital SEED IMA is intended, over rolling five-year periods, to generate a total return above the MSCI World Index, which covers more than 1600 stocks in 23 developed markets (but excludes emerging markets such as China).

The Investment Management Fee is 1.0% of net asset value, calculated monthly, exclusive of GST. The Investment Performance Fee is 10.0% of the outperformance of the Arminius Capital SEED IMA above the MSCI World Index, calculated monthly, with a high-water mark, and exclusive of GST.

The Arminius Capital SEED IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

The Arminius Capital GROE IMA was created for sophisticated investors who want to achieve long term capital growth by investing in global businesses. The Arminius Capital GROE IMA also allows investors to diversify part of their assets away from Australia. The Arminius Capital GROE IMA invests in global equities markets whose economic whose cycles and driving forces are different from Australia’s. The Arminius Capital GROE IMA can also provide exposure to sectors which are not well represented in Australia, such as technology, aerospace, and pharmaceuticals.
Because Arminius Capital are strong believers in the preservation of their investors’ capital, the Arminius Capital GROE IMA will be restricted to investing in broad-based exchange traded funds (ETFs) and similar securities. In particular, the Fund will not undertake speculative investments.

Typically the Arminius Capital GROE IMA’s investments will be more targeted than the Arminius Capital Global IMA ’s investments, with the intention of focusing on regions and sectors which generate superior capital growth. For example, it may hold five ETFs: one for Japan, one for the US S&P500, one for large Asian companies, one for Europe, and one for Switzerland.

The Arminius Capital GROE IMA is intended, over rolling five-year periods, to beat the performance of the MSCI World Index, which covers more than 1600 stocks in 23 developed markets (but excludes emerging markets such as China).

The Investment Management Fee is 1.1% of net asset value, calculated monthly, inclusive of GST. The Investment Performance Fee is 10.0% of the outperformance of Arminius Capital GROE IMA above the MSCI World Index, calculated monthly, with a high-water mark, and inclusive of GST.

The Arminius Capital GROE IMA is a wholesale IMA and therefore is only open to investors who qualify under ASIC criteria as wholesale, sophisticated or professional investors. If you qualify and wish to view further information, please contact info@arminiuscapital.com.au

 

Retail (IDPS & Retail Super) Strategy

The aim of the portfolio is to outperform the S&P/ASX 200 (TR) Index over rolling 5-year periods. The portfolio will also aim to deliver above market dividend income and lower volatility than the S&P/ASX 200 (TR) Index.

The investment strategy underlying this portfolio is founded on the belief that:

  • stocks with above-average dividend yields tend to outperform in the long term, provided that a filter for earnings quality is applied
  • low volatility stocks tend to outperform in the long term, especially if a valuation measure is added to the stock selection process.

The investment process starts with taking the constituents of the investment universe, the S&P/ASX200, and applying quantitative filters to screen out companies which have high volatility or low dividend yield or low earnings quality. The objective is not to maximise returns, but rather to eliminate high risk stocks.

The portfolio is designed for investors who:

  • are seeking exposure to a concentrated core portfolio of Australian equities with returns comprising of both capital appreciation and income;
  • accept the risk of price fluctuations particularly over periods less than the minimum investment timeframe and accept that capital preservation is not guaranteed; and
  • are prepared to invest for the minimum investment timeframe of five years.

For further information, please contact info@arminiuscapital.com.au

Further data and metrics available on:

 5,028 ,  4 views today