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STRATEGY
A QUANTITATIVE APPROACH
APG uses a structured, quant-based investment strategy designed to remove emotion and adapt to changing market conditions.
The objective is simple:
Capture opportunities when markets are strong, and protect capital when they are not.
HOW THE STRATEGY WORKS
Our approach follows a disciplined process:
1. Define the Investment Universe
The APG Quant Model filters the market to identify a focused set of tradable stocks within the Philippine equity universe.
2. Rank Opportunities
Each stock is evaluated based on prevailing market trends and factors, allowing the model to identify the strongest opportunities.
3. Construct the Portfolio
Capital is allocated based on these rankings, with higher exposure to stronger opportunities and reduced weight in weaker ones.
4. Monitor and Adjust
The portfolio is continuously reviewed and updated based on changing market conditions.
Exposure is reduced during uncertainty and can move to cash when necessary.
WHY THIS APPROACH WORKS
Traditional funds are built to track or beat the index.
This means they stay invested—even during market downturns.
As a result, investors still experience losses, just smaller than the benchmark.
APG is different.
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Not tied to any index
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Can reduce exposure or go fully to cash
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Focused on absolute returns, not relative performance
This flexibility allows the strategy to avoid large drawdowns and deliver a more resilient return profile over time.
WHO IT IS FOR
APG is designed for existing Philippine equity investors who:
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Want active management—not passive exposure
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Value risk management as much as returns
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Prefer a structured, rules-based strategy
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Understand that markets move in cycles