PP-Plutos

PP-Plutos Strategie

Strategy descriptions

PP-Plutos is a multi-asset strategy operating at three different time levels with the goal of achieving a total return yield of more than ten percent per annum.

The focus of trading is on detecting and exploiting short- and medium-term market anomalies and “mispricings”. While technical market aspects and seasonal cyclicals are key decision parameters at the lowest time frame, PP-Plutos deliberately focuses on fundamental aspects in the longer term.

From the above approach it follows that PP-Plutos tries to detect market reversals as early as possible. Such an approach is most profitable when combined with asymmetric opportunity / risk profiles. Thus, (Long) options are that main investment instrument in the context of PP Plutos. In addition investments are made in futures and single shares, but the latter almost always in the context of a market-neutral strategy.

An indispensable component of PP-Plutos is a multi-level (single-item, single-market, time-level) risk controlling system with the aim of minimizing the risk of individual misjudgements on the overall result.

Chances and Risks

Chances

  • On average positive annual results for more than 10 years
    • benchmark unconstrained

Risks

  • Serious and lasting changes in the market system
  • overnight risks through the use of futures

Real trade with the PP-Plutos strategy has been ongoing since January 2010.The minimum account volume is € 40,000.

Performance by month in percent
 JanFebMrzAprMaiJunJulAugSepOktNovDezJahr
20190,14%-1,26%1,99%-3,44%-0,41%1,13%2,45%5,17%2,52%1,61%0,74%3,83%14,47%
20182,75%1,60%-0,24%4,86%0,92%2,35%0,57%
1,64%-0,28%-0,74%3,08%4,37%20,88%
20170,96%0,86%1,04%0,66%-2,06%4,32%2,51%1,66%-1,80%1,34%-1,96%4,0911,62%
20160,63%2,80%3,50%5,21%0,87%-5,61%2,71%-0,16%1,38%-0,13%3,28%0,34%14,82%
2015-8,55%4,60%0,66%0,16%2,44%-1,82%3,98%0,38%0,70%2,12%-1,24%-1,11%2,32%
20146,77%-1,02%7,51%2,98%1,43%-2,06%5,50%-1,88%-0,08%3,53%-2,59%-5,00%15,09%
Stand 31.12.2019

Past performance is not a reliable indicator of future performance, and should not be used/relied on as such.
The fees increase with falling account balance, the reported return decreases.

The stated Performance includes all transaction fees. In addition we charge the following: 2 % asset management fee p.a. plus the statutory amount of VAT [MwSt] (invoicing quarterly based on net equity at the end of each quarter) plus an annual share in the profits of 20 percent of the growth in value of the managed account/portfolio plus the statutory amount of VAT [MwSt] (invoicing on 31.12. of each year). Invoicing will be on a high watermark basis, i.e. a share in the profits will only be due if the growth in value since the last profit-share invoice is positive.

Contact us now:

Please fill in the following fields or contact us by mail at info (at) pp-am.de or by phone (0211/635 590 20).