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KATALYST

Medium RiskDIVERSIFIED
KATALYST
Issued by:Kristal.AI
Unit Price (NAV) : $
Minimum investment: 1 unit
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KATALYST

KATALYST

About Kristal

Katalyst is a balanced strategy created using a genetic algorithm, which takes a tactical approach to portfolio construction based on prevailing market conditions. The algorithm assesses a universe of diverse ETFs for various risk and return parameters. The objective of the strategy is to optimize the utility derived from higher returns subject to volatility constraints.

The strategy is overseen by our experienced Investment Committee which reviews the performance of the Kristal on a regular basis, and reevaluates the risk constraint in any given market scenario. Katalyst invests to take tactical positions at a more targeted level than traditional style-based investing. It provides investors with low-cost exposure to popular, growing sectors like technology, healthcare, industrials, and consumer discretionary, that have been characterized by substantial risk-adjusted returns. To reap the benefits of diversification, Katalyst also takes some exposure in emerging markets, while any remaining cash is kept invested in short term U.S. treasuries.

Why Invest in KATALYST?

Ideal for medium-risk profile investors looking for an actively managed strategy that delivers growth via capital appreciation.

When to Invest in KATALYST?

The Kristal performs best in a stable and growing economic environment.

ReturnsLifetime7.78%
Returns1Y
This Kristal9.94%

Projected Returns

Investment ofper month
gives returns of :
at 9.94% / annum
$in 1 years
amount
for a time period of
time1Y
Returns % (CAGR)based on historic returns of 9.94% per annum
$
$
$+ 9.94%

Scheme Information

Sharpe 0.55
Volatility 13.16%
Max drawdown -13.19%

Dealing Information

Subscription & redemption: Daily
Valuation: Daily
Notice period for subscription: 1 business day
Notice period of redemption: 2 business days
Redemption settlement: 5 business days

Strategy - How is this Kristal managed ?

The strategy is dynamically rebalanced on a monthly basis with discretionary oversight of an experienced Investment Committee. Sectors are carefully chosen using an algorithm, in order to deliver optimal risk-adjusted returns based on a medium-risk growth portfolio. Individual allocation within an asset class is further driven by model-driven discretionary tactical trades.

17%
Fixed Income
68%
Equity
10%
Commodity
5%
Real Estate

Fact Sheets & Reports

downloadKatalyst Factsheet September 2019
downloadKatalyst Factsheet November 2019
downloadFactsheet June 2020

Updates

1 Jan, 2020

In our effort to ensure optimal performance of our Kristals, we have updated our algorithm for the Katalyst Kristal with the latest price data. The algorithm has proposed an extension of duration for the fixed income allocation in the Kristal, while removing the gold allocation. The overall distribution between fixed income and equity remains broadly unchanged in the 39:61% area. With increased tension in the Middle East, we are also taking in profit on our Wisdom Tree Middle East ETF position, which was initiated based on an algorithm recommendation on 5th November, to return around 3.3% at the close of markets on 1st January. The sector allocation to health care equipment is new with a 12% allocation. We have also increased the allocation to the iShares US Technology Software ETF from 8% to 16%.

KATALYST