About
We are a private investment fund, building dynamic, multi-asset, investing portfolios. We invest in these portfolios with our own proprietary capital. In formulating our investment strategies we use a conservative approach to portfolio design while duly relying on technical analysis, momentum factors, asset allocation and risk management principles. In our pursuit of risk adjusted returns we aim to generate alpha, while always ensuring to stay protected against large drawdowns.
Our Pillars
Create a stocks portfolio with an edge.
We use data, numbers, facts and statistical observations to create a portfolio that ensures that the odds are in our favour. We then repeat this process again and again without deviation.
Trend follow stocks
A trend following approach makes us market agnostic sans bias. We let winners run while cutting short losing trades. This discipline allows us to avoid impulsive mistakes like selling winners too early or holding onto losers too long.
Strict risk management controls
Implementing strict risk management controls in both our equites and real estate portfolios.
Dynamic asset allocation
Dynamically allocating capital between stocks and real estate according to market conditions and macro trends.
Portfolio
Equites
Our equities portfolio, is a result of our quantitative systematic approach to research and development. This is a high conviction and high performance managed strategy designed to potentially provide outsized returns.
The strategy aims to profit from market momentum, with a medium term holding period, low turnover and aggressive risk management. Stocks are selected based on their relative strength after applying basic fundamental, liquidity and volatility filters. There is zero discretion in this strategy and is completely systematic with an inbuilt protection from adverse market conditions. While creating this strategy we adhere to all our quantitative rules around entry, exit, diversification and risk management.
STRATEGY TYPE
Rotational trend following
REVIEW FREQUENCY
Weekly
HOLDINGS
This portfolio holds up to 15 stocks from the large and midcap universe.
FEATURES
The strategy features a momentum approach to investing, that allows winners to run while losers are rebalanced out as they meet the exit criterion.
Real Estate
As part of our strategic asset allocation we invest in real estate. A portion of our capital is allocated to these curated, non-market linked, investments. Over the long term these bet help us achieve return targets and add diversification to our equity portfolio.
REVIEW FREQUENCY
Bi-annually
STRATEGY
Our core focus is to identify undervalued locations with the aim to transform them into investable real estate.
HOLDINGS
At Kokumtree
