The aim of the portfolio is regular overcoming of the benchmark (so-called positive “Alpha”).
The portfolio management is carried out based on the Markowitz´s Modern Portfolio Theory and is aimed at realisation of product diversification, i.e. minimalisation of the risk at relative yield maintenance. The portfolio invests in a selected and limited number of companies or shares based on a fundamental analysis. The selection of companies is subject to initial pre-selection of particular industrial sectors, which are chosen according to their potential to overcome the average USA GDP by their total growth. Consequently, key companies which should contribute to the augmentation of the selected sectors to the greatest extend are selected within the individual sector.
The portfolio consists solely of NYSE and NASDAQ listed stock with the market capitalisation over USD 10 bn.
