Vertex CapitalFactor rotation
Beta that adapts
Rotates between global investment styles (value, momentum, quality, size, growth, low volatility) and holds the three that are currently working.
Vertex Fund
A systematic global equity fund that invests through two model-driven engines, adaptive factor rotation and thematic alpha, and steps into gold and EUR government bonds when markets fall sharply.
- Strategy
- Systematic global equity
- Instruments
- Listed ETFs and ETCs
- Risk control
- Switch to gold and EUR bonds after a 20% fall
- Structure
- Dutch fund for joint account (FGR)
- Manager
- Vertex Capital B.V.
- Currency
- EUR
Investment approach
Two engines, one portfolio.
Most portfolio outcomes are explained by factors and themes, not by individual stock picks. Vertex measures them separately and rotates towards what is working.
Thematic alpha
Returns beyond factors
Invests only in themes whose returns go beyond what the market and investment styles explain, and rotates towards the strongest.
Allocator and risk overlay
Seeks to reduce losses in severe stress
Balances risk between the two engines, tilts toward the stronger one within 30 to 70% bounds, and moves to gold and EUR bonds in severe stress.
Risk control
A defined plan for bad markets.
Each engine follows the same four steps when it falls 20% from its peak, set out in advance rather than decided in the moment.
Trigger
The engine falls 20% from its peak. Drawdowns are checked daily.
Defend
It moves to 50% EUR government bonds and 50% physical gold.
Re-enter
It re-enters once a quarter (factor engine) or a third (thematic engine) of the loss is recovered, confirmed over 6 trading days.
Reset
Normal rotation resumes. A new fall is measured from this point.
Structure and governance
Assets held apart from the manager.
The Fund’s assets are legally owned by a separate foundation on behalf of the participants. The founders invest their own capital alongside you, and a performance fee is charged only above the high-water mark.
- Manager
- Vertex Capital B.V. Registration with the AFM as manager of alternative investment funds under article 2:66a Wft (light regime) has been applied for.
- Legal owner
- Stichting Bewaarder Vertex Fund
- Broker and custody
- Interactive Brokers Ireland Ltd (introducing broker: Lynx B.V.)
- Participants Committee
- Advises on conflicts of interest, redemption limits and material changes to the terms.
- Safe contact
- Only trust e-mail from @vertexcap.nl. We never ask for payment details, login details or urgent transfers by e-mail or phone.
Get in touch
Start with a conversation.
Every investment begins with an introductory call about the strategy, your objectives and suitability.
Already invited
Investor area.
Fund documents, key terms and the investor presentation, with your personal access code.