Managed Accounts

In addition to the strategies applied in the Taler Focus Fund and Systema Trend Fund, we also offer a number of more specific quantitative strategies, developed and back tested in-house, through managed accounts.

Investment Clock Strategy

The Investment Clock strategy has been developed by Wessel Marquering and Julius de Kempenaer. This strategy monitors the movements of the economic cycle and suggests which asset classes are expected to perform well in the various stages of the economy. The strategy improves the risk-return profile of a typical balanced portfolio due to its ability to deliver returns in various market conditions and is intuitively easy to understand.

The Investment Clock strategy provides exposure to; equities, real estate, corporate bonds, government bonds, commodities and cash. The allocations are actively managed and exposure is efficiently gained through liquid instruments such as ETFs (Exchange Traded Funds). Due to the use of passive instruments the strategy is very low cost. No leverage is applied.

BOBL Strategy

In 2006, while still employed at Kempen&Co, Julius de Kempenaer developed an investment strategy for the German BOBL future based on trend following models. This strategy has been applied in a structured product which was first issued in November 2006 at a rate of 100. As a result of the auto-call feature that was was embedded in that original structure the Note was called at 150 in September 2011. A new capital guaranteed note has been issued in October 2011. Taler Asset Management also offers the underlying strategy, without capital protection, as a managed account.