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Listed Portfolio Construction

We construct portfolios of active managers that deliver strong risk adjusted returns

Whitehelm Advisers would only recommend clients pursue excess returns (alpha) in asset classes where there is a clear and compelling rationale to do so.

Specifically, we will only recommend pursuing alpha where we are confident that we can construct a portfolio that is highly likely to generate attractive risk adjusted returns on an after fees basis. Otherwise, a passive approach that is much more cost effective would usually be recommended.

Our fundamental guiding principles for constructing portfolios of listed asset classes are as follows:

  • Generate the required level of excess return over a rolling three year period.
  • Strong information ratio portfolios (typically target 1.0).
  • Broad style diversification.
  • Highly tax efficient where franking credits and capital gains tax outcomes are taken into account as part of the investment decision.
  • Risk weighted portfolio construction.
  • Low costs.

Our clients’ listed portfolios have performed exceptionally well in a wide variety of market conditions which is reflected in the strong performance of our clients relative to peers.