The graph shows three lines. We want to compare the potential of our approach to a benchmark – the CTA index – and make a comparison with an investment in equities over the period 2008 -2020.
The grey line shows the development of the MSCI world index for equities from 2008 onwards. The development is positive and an average return of 8% is achieved.
The drawdown (falling from the highest point to the lowest point) is a measure of the risk of an investment. The drawdown percentage over this period was no less than -48%.
The red line shows the development of an investment in the CTA index. This includes the sector of large international investment funds that adopt a similar approach to that of the Brouwers Fund.
The green line shows the performance of our automated trading model. In the period from 2008 to 2017, there is a simulation based on the theoretical back test. Since 2018, the model has been tested in a live environment and the results achieved on the trading account have been verified by an accountant.
Important here is the fact that the stable image of the theoretical back test can also be found in the live test results. The test period covers more than 20,000 transactions. This gives us the confidence that the model has sufficient statistical evidence. We are convinced that the model has proven its added value.
The Brouwers Fund wants to use this model as a basis for its investment policy. We continuously evaluate the results and develop new strategies that we add to our approach after extensive testing.