RED 50 The Filtered 50 investment strategy offers a groundbreaking approach to portfolio management by leveraging a highly selective and meticulously crafted methodology. Utilizing 17 sophisticated filters across a universe of equities from North America and Europe, the strategy identifies top-performing assets with the highest potential for sustained outperformance.
All positions are allocated on an equal-weight basis to ensure balanced exposure and to prevent concentration risk, while the liquidity of each holding is continuously monitored to maintain efficient tradability. In addition to its rigorous fundamental and quantitative screening, the strategy incorporates a momentum component designed to capture securities exhibiting persistent positive price dynamics.
Its performance has consistently exceeded traditional benchmark indices, making it a compelling choice for sophisticated investors seeking superior long-term results.
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The Filtered 50 investment strategy offers a groundbreaking approach to portfolio management by leveraging a highly selective and meticulously crafted methodology. Utilizing 17 sophisticated filters across a universe of equities from North America and Europe, the strategy identifies top-performing assets with the highest potential for sustained outperformance. All positions are allocated on an equal-weight basis to ensure balanced exposure and to prevent concentration risk, while the liquidity of each holding is continuously monitored to maintain efficient tradability.
In addition to its rigorous fundamental and quantitative screening, the strategy incorporates a momentum component designed to capture securities exhibiting persistent positive price dynamics. Its performance has consistently exceeded traditional benchmark indices, making it a compelling choice for sophisticated investors seeking superior long-term results.
| INNOVATIVE FILTERING PROCESS | DIVERSIFIED EXPOSURE | REGULAR REBALANCING |
|---|---|---|
| 17 filters are applied, | A focus on assets from North | Funds are rebalanced |
| ensuring only the most | America and Europe provides | quarterly to optimize |
| promising investment | diverse exposure to high- | performance. |
| opportunities are selected. | growth markets. |
Are you looking for an investment that delivers exceptional returns while actively managing risk? Our Filtered 50 fund has achieved a performance of 18.03% over 2025 and long-term back testing shows that it is consistently and strongly outperforming its benchmarks. We achieve this by strategically differentiating our investments, which not only drives superior returns but also lowers overall portfolio risk compared to traditional benchmarks and other investment funds. It’s about smarter diversification for better, more secure growth.
The Filtered Funds is led by three founders with extensive experience in private banking, portfolio management, and responsible investing. Their backgrounds include senior roles in family offices, leading European private banks, and global wealth-management institutions. Collectively, they bring decades of expertise in equity strategy design, UHNW advisory, ethical portfolio screening, and CSR integration.
One founder built a €200M responsible-investment advisory business from scratch, while others have managed complex portfolios for high-net-worth and institutional clients. This blend of institutional discipline, entrepreneurial execution, and quantitative insight forms the foundation of The Filtered Funds’ research-driven and transparent investment approach.
| Universe: | North America and Europe |
| Number of holdings: | 50 |
| Rebalance frequency: | Every 3 months |
| Weighting: | Equal weighted |
| RIC: | FLRT50. |
| Bloomberg code: | |
| Currency: | Euro |
| Unhedged |
| 3MO % | YTD % | 1YR % | 3YR (ANN %) | 5YR (ANN %) | 10YR (ANN %) | ITD (ANN %) | |
|---|---|---|---|---|---|---|---|
| INDEX | 14.52 | 7.91 | 27.61 | 21.78 | 21.41 | 15.67 | 18.01 |
| SPY | 2.26 | 1.98 | 16.29 | 21.23 | 14.67 | 15.75 | 14.2 |
| ACWI | 3.84 | 3.78 | 21.32 | 18.97 | 11.58 | 13.08 | 10.43 |
| STD DEV (ANN %) | MAX DRAWDOWN % | DRAWDOWN PERIOD | SHARPE RATIO | SORTINO RATIO | |
|---|---|---|---|---|---|
| INDEX | 18.32 | 43.24 | 2020-02-19 – 2020-03-23 | 0.98 | 1.24 |
| SPY | 16.88 | 33.72 | 2020-02-19 – 2020-03-23 | 0.84 | 1.01 |
| ACWI | 16.96 | 33.53 | 2020-02-12 – 2020-03-23 | 0.62 | 0.75 |
| NAME | WEIGHT % |
|---|
Industrials (20.81%) • Consumer Cyclical (3.46%) • Financial Services (18.5%) • Utilities (2.04%) • Energy (16.44%) • Communication Services (1.76%) • Basic Materials (15.77%) • Healthcare (13.17%) • Technology (8.06%)
The Filtered Index is provided for informational purposes only and does not constitute investment advice, an offer, or a solicitation to buy or sell any financial instrument. The index methodology does not take into account any sustainability-related criteria, including but not limited to SFDR classifications, ESG factors, or other non-financial screening frameworks. Past performance is not indicative of future results. The composition, methodology, and calculation of the index may be adjusted or updated at any time without prior notice.
While The Filtered Funds has taken reasonable care to ensure the accuracy and reliability of the information contained herein, no representation or warranty, express or implied, is made regarding its completeness, accuracy, or suitability for any particular purpose. Neither The Filtered Funds nor any of its affiliates shall be liable for any direct, indirect, incidental, or consequential damages arising from the use of this information. Investors should conduct their own analysis and consult independent professional advisors before making any investment decisions.