PMP Investment Strategies

Target Return of 12% p.a. = 25% below the 10-year return of the Yale & Harvard Endwoments (16%)

Global macro focus

                

Part 1: 70%

 Part 2: 30%

 


Harvard
Target Return 12%

  • Min. 70% passive investment strategies and products according to the Harvard Endowment Allocation
  • Deviations are possible but need to be justified by profound analysis
  • Optimized single investments based on academic reasearch and the macro environment used to supplement and boost the core strategies

     

 


Yale
Target Return 12%

  • Min. 70% strategies based on Managerselection according to the Yale Endowment Allocation
  • Deviations are possible but need to be justified by profound analysis
 

ZZ
Target Return 12%

  • Min. 70% according to the ZZ allocation of the ZZ Trend and ZZ Strategy
  • Due to cost benefits ZZ products are accessible up to an amount of 30%
  • ZZ management principles need to be met:

     - Macro Analysis Analysen

     - Identifiaction of anonmalies and undervaluations

     - Correlations