Investment
Strategies
We are a Multi-Strategy asset manager offering traditional, and alternative investment products
TRADITIONAL – ACTIVE
DI Global Tactical Asset Allocation (DIGTAA)
Delphin Investments uses a proprietary asset allocation model to construct this portfolio from 27 primary asset classes, which include global equities, currencies, real assets (including real estate & commodities), and fixed income. This process involves developing expected return forecasts for each of the asset classes, combined with thoughtful, cost effective implementation and risk management. Our process seeks to continually maximize expected returns, subject to acceptable levels of volatility. We assume relative performance among asset classes deviates from equilibrium levels in the short-term, creating opportunities to add alpha by considering relative attractiveness across, and between asset classes. This strategy invests directly in ETFs, bonds, equity, and equity-related securities in North America, and over-the-counter common, and preferred stocks (including initial public offerings), and globally.
DI U.S. Small-Cap (DISC)
Launched in December 2010, this strategy seeks its objective of long-term growth of capital by investing in a diversified portfolio of 80 to 90 equity securities of small-capitalization companies in the US. This strategy is investment “style agnostic” and seeks to achieve long-term returns that exceed U.S. small-cap market “risk adjusted returns”.
Empirical research and experience have shown that stock selection factors do not earn “average” returns uniformly over time; thus, the macro-economy and investor sentiment are incorporated for flexibility in the process, and to maintain model efficacy as investors’ risk appetite shifts.
Our fundamental stock research focuses on top-ranked names generated by our three quantitative stock selection models (GARP, Dividend, and Momentum/Market Reaction). We expect the strategy’s diversification across styles, GARP, High Dividend, Momentum/Market Reaction, and Value with Catalyst / Fallen-Angels, to generate more stable returns over time than any single traditional approaches.
JAVLIN Invest Large-Cap Strategy
JAVLIN Invest’s Large-Cap Strategy aims to achieve superior risk-adjusted returns by investing in high-quality Large-Cap US equities that consistently generate economic profit. The strategy adjusts portfolio weights in line with macroeconomic trends.
The strategy employs a three-step portfolio construction process. It begins by identifying high-quality, low-correlation stocks, then refines the selection to 17-30 stocks to attain volatility similar to the S&P 500. The final step involves optimization to determine the optimal allocations by maximizing the Sharpe Ratio.
JAVLIN Invest’s competitive advantage lies in its unique blend of risk management, portfolio optimization, and focus on economic profit. It utilizes mean-variance optimization and monitors the portfolio’s conditional value at risk (CVaR). This risk-focused approach, combined with EVA analysis, sets JAVLIN Invest apart. The strategy has consistently outperformed the S&P 500 in backtests, demonstrating its effectiveness and potential for long-term value creation.
TRADITIONAL – PASSIVE
DI Pan-Caribbean Regional Index (DIPCRI)
The Delphin Investments pan-Caribbean Regional Index (“DIPCRI”) curates a subset of over 150 companies listed on pan-Caribbean exchanges. This broadly diversified, and customized index will represent from 0% to 25% of the CRF portfolio.
To be included in the DIPCRI:
The company must an active company with a listed trading price
Significant liquidity as measured by Its 30-day average daily traded dollar volume
Delphin Investments does not provide legal, tax or accounting advice. Investors should conduct his or her own analysis and consult with professional advisors prior to making any investment decisions. Diversification does not eliminate the risk of experiencing investment loss. Past performance is not a guarantee of future results. Investment process is subject to change
ALTERNATIVE – STRATEGIES
We continue to evolve, design, and launch new strategies, and products to adapt to developing market conditions, and deliver custom solutions for our clients. Our alternative product offerings include long/short equity hedge fund, multi-asset, private equity, and real assets (including commodities) strategies.
