Built for investors who weigh risk before return
Fruverje combines disciplined quantitative screening with transparent backtesting, so every portfolio recommendation is grounded in historical evidence rather than market narrative.
Request OverviewFour principles that shape every analysis
These are not marketing claims — they are the operating constraints we design our models around before a single output is shown to a client.
Capital protection as the primary objective
Drawdown limits are set before return targets. Allocations that breach preservation thresholds are excluded, regardless of projected yield.
Backtested across multiple market cycles
Every model is tested against historical periods of volatility, not just favourable conditions, to expose weaknesses before they matter.
No black-box scoring
Assumptions, inputs, and methodology behind each recommendation are documented and available for review on request.
No product sales incentive
Analysis is structured around portfolio outcomes, not the promotion of any single fund, provider, or instrument.
A disciplined process, repeated consistently
Each advantage above is the output of a defined sequence — not a one-off exercise. Here is the order in which it is applied.
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01
Define the preservation threshold
Before any allocation is modelled, a maximum acceptable drawdown is set based on the stated risk tolerance of the mandate.
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02
Screen against historical stress periods
Candidate allocations are run through past periods of market disruption to see how they would have performed under pressure.
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03
Document the reasoning
Every surviving allocation is paired with a written rationale covering why it passed and what conditions could change that.
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04
Present with limitations stated
Outputs are delivered alongside their known constraints — no model is presented as a guarantee of future performance.
Consistency under varied conditions
The value of a preservation-first approach is most visible not in calm markets, but in how an allocation behaves when conditions turn volatile.
Why volatility periods matter most
Many allocation strategies look similar in stable markets. The meaningful differences — in drawdown depth and recovery time — only appear once volatility rises, which is why our screening weights those periods heavily.
What we hold constant
Methodology, data sources, and review criteria stay fixed across engagements, so results reflect the allocation being tested rather than a shifting evaluation standard.
Simplified representation for illustration only — not derived from live performance data.
What this means for your allocation decisions
Rather than presenting a single optimised model, Fruverje shows a range of allocations that have already survived historical stress testing, along with the trade-offs each one carries.
This gives you a clearer basis for comparison: not which option promises the highest return, but which best matches the amount of downside you are prepared to tolerate.
The intent is to reduce reliance on guesswork or sentiment-driven decisions, replacing them with a documented, repeatable evaluation process you can revisit as conditions change.
Where this approach is typically used
The same screening discipline applies across different stages of portfolio planning.
Reviewing an existing portfolio
Assessing current holdings against historical drawdown periods to identify where concentration risk may be underestimated.
Planning a new allocation
Comparing several candidate structures before committing, using the same preservation thresholds throughout.
Responding to market shifts
Re-testing an existing model against newly observed volatility to see whether its original assumptions still hold.
Explaining strategy to stakeholders
Using documented methodology and historical backtests to support decisions that need to be clearly justified.
See how these advantages apply to your situation
Request an overview to understand how preservation-first screening and backtested modelling could inform your next allocation decision.