MBAER Bank - The Swiss Merchant Bank

The Bank with a Soul

Discretionary mandates

MBaer Swiss Factor Portfolio

We have refined factor investing for the Swiss market by identifying unique factors that explain the risk-return-profile of Swiss stocks.

Innovation meets tradition: Multi-factor investing for Swiss stocks

Factor investing is an investment approach that focuses on various return drivers supported by empirical evidence over the last decades. The most well known risk factors are for instance value, quality or momentum. Focusing on capital growth, the Swiss Factor Portfolio applies a systematic investment approach and offers the following advantages:

  • Dynamic exposure to the most attractive return drivers within the Swiss market with a monthly re-evaluation process to keep ahead of market trends as well as risks.
  • Investments into Swiss champions driven by a statistical decision model that eliminates any behavioral biases.
  • Switzerland offers a low country risk thanks to the highly stable economic as well as political system supported by a strong currency.
  • Low costs due to direct investments in Swiss stocks and transparent traceability of share price development.

Unbiased selection process for a pure factor exposure

The strategy invests into liquid Swiss constituents of the Swiss Performance Index. By applying a systematic selection process, the strategy only includes stocks that have a strong exposure to a particular return driver. Thus, the Swiss Factor Portfolio fosters a “best-in-factor” approach to construct a portfolio of equally weighted stocks with a pure factor exposure, instead of a blended portfolio mix.

Strong focus on capital preservation while optimizing long-term capital growth

  • The Swiss Factor Portfolio follows a long-term growth approach and seeks capital appreciation. The goal is to outperform the Swiss Performance Index.
  • Risks are actively managed through a systematic process to smooth out portfolio volatility and to limit drawdowns.
  • The systematic nature of the strategy ensures an evidence-based investment approach with a sector and company agnostic selection process.

«Quantitative selection process for growth-oriented Swiss stocks.»

We are happy to explain you more about it.

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