C8 Bulletin:  Power of Combination with IVI

01 August 2023

One of the big advantages of direct indexing with C8 is the ability to efficiently combine investment approaches on our platform, C8 Studio. A perfect example is the recent launch of a new index by one of our providers, IVI Capital. Their Global Macro strategy demonstrated exceptional performance in 2020 and 2022, during market disruptions caused by Covid and the Russian invasion, in periods when the S&P500 faced challenges. Taking advantage of this negative correlation during times of market stress, they are introducing a new index on C8 Studio, the IVI Global Macro Equity Plus (see chart below).

The negative correlation has kept the largest drawdown in this new index to 5%, despite the volatility of financial markets, with the annual return more than 5 times larger than the downside volatility (Sortino Ratio). Of course, this result has also been driven by the recovery in US stocks after each shock, however global macro positioning has historically provided protection even during longer-term equity declines.

Note that IVI charge no additional fees to add the S&P 500 position, in particular, any performance fee only applies to the Global Macro component. As an alternative, we would be pleased to demonstrate using C8 Studio to create a combination with one of the many excellent equity strategies on our platform.

IVI Global Macro Equity Plus Index

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