Warnborough Funds
We use the following 10 "Index Tracking ETFs" and switch "Our Position" between being 100% "Invested" and 100% "In Cash".
| Fund Name | Symbol | Benchmark |
|---|---|---|
| World | IWRD.L | MSCI World Index |
| USA | IUSA.L | S&P 500 |
| UK | ISF.L | FTSE 100 Index |
| Euro 50 | EUE.L | EURO STOXX ® 50 Index |
| Euro 450 | IMEU.L | MSCI Europe Index |
| Japan | IJPN.L | MSCI Japan Index |
| Emerging | IEEM.L | MSCI Emerging Markets Index |
| China | FXC.L | FTSE China 50 Index |
| BRIC | BRIC.L | FTSE BRIC 50 |
| LTAM | LTAM.L | MSCI EM Latin America 10/40 Index |
Yesterday's Action
- No action yesterday.
- Possible action alert.
- Action yesterday (including Latest Back Test reconciliation).
Benchmark Volatility
Our algorithm measures Benchmark Volatility in each of our funds and it is either "Low", "Medium", "High" or "Excessively High". Settings can vary.
Volatility Direction
- Significant fall.
- Insignificant fall.
- Fairly flat.
- Insignificant rise.
- Significant rise.
Bull/Bear Phase
See Our UK Fund web page.
Our Position
Our position is either 100% "Invested" in an Index Tracking ETF or 100% "In Cash".
Change Since Our Last Trade
When "Invested" - The percentage rise or fall in the relevant Index Tracking ETF since the purchase date on which we last "Invested".
When "In Cash" - There is no change in the value of the relevant fund.
Date of Last Trade
Based on our latest back test.
Our Behaviour
"Running a Long Gain" - The rise in the relevant "Index Tracking ETF" since the date we last "Invested".
"Waiting for a Rise" - The period after an "active" decision to invest during which there is an underlying fall in the relevant "Index Tracking ETF".
"Generating Alpha" - An underlying fall in the relevant "Index Tracking ETF" since the date we sold and moved into cash.
"Waiting for a Fall" - The period after an "active" decision to sell and switch into cash in anticipation of a future material fall in the relevant "Index Tracking ETF".
5 Day Benchmark Price Change
The percentage change over the last five working days.
Evaluation Report
A more detailed portfolio analysis is available to interested parties on application (see below). It includes:
- Performance tables
- Graphs combining Buys, Sells, Bull/Bear Phase and Trade History
Contact Us
info@warnboro.com.
Risk Warnings
This publication is intended to be our commentary on markets and on our own investment strategy. There is no fund or collective investment vehicle which gives external investors access to our investment strategy which is currently employed exclusively to manage internal portfolios and Warnborough is not a regulated business. Our positions reflect the latest version of our software and our actual (historic) trades may not be the same as the illustrative trades shown in this publication. Our software is continuously evolving and our actual track record "lags" our latest software. You should not treat this publication as a recommendation to buy, sell or trade in any of the investments, juristictions or asset classes mentioned. The value of our investments may rise as well as fall.