Some investors find themselves trapped in a dilemma: To reach long-term return goals, they have to earn risk premiums and therefore endure capital market risk. To keep potential asset losses within reason for short-term reporting, capital market risk must not exceed a certain limit. So what can they do? – Our portfolio insurance concept GLOCAP Dynamic Proportion Portfolio Insurance (DPPI) combines the GLOCAP model, which has been successfully utilized by Vescore since 1998 for tactical portfolio management, with the disciplined risk budget management of Constant Proportion Portfolio Insurance (CPPI).
Due to conditioning of portfolio insurance activities to the measurable fundamental market environment – that is all inherent opportunities and risks for an investor – substantial added value can be gained. GLOCAP DPPI provides flexible solutions in the fields of portfolio insurance for investors, requiring a savage risk management based on a risk budget with an opportunity-oriented building-up of reserves.