June was a tale of two sleeves. Firm equities and a stronger dollar carried the metals-free S sleeves ahead of benchmark, while a sharp silver and gold sell-off pulled every SE sleeve down — yet all 18 strategies stayed positive year-to-date.

May 2026 was a risk-on month and all 18 LCI strategies posted positive absolute returns. The semi-passive sleeves tracked their benchmarks closely, while the active-enhanced sleeves gave up some relative upside — exactly as the gold and hedging overlay is designed to in a sharp equity rally.

LCI’s April 2026 strategy review highlights a difficult month for active-enhanced (SE) portfolios, mainly due to gold weakness and a newly added European defence ETF position. Despite short-term underperformance versus benchmarks, all strategies remain ahead year-to-date, supported by strong contributions from Korean equities and resilient portfolio positioning.

The 12 months to 31 December 2025 were an equity-driven year for La Côte Invest’s strategies. Global equity carried every sleeve, the active-enhanced sleeves earned a second leg of return from gold, and currency was the dominant relative swing factor — a USD-weakness drag on CHF and EUR sleeves and a tailwind for USD-referenced ones.

ESG is not dead—it’s evolving. Discover how Alex Edmans redefines environmental, social, and governance investing as an integral part of long-term value creation, beyond politics and box-ticking.

Amidst global economic uncertainties, La Côte Invest is taking proactive measures by hedging 50% of its equity exposure. This strategic move involves implementing a Put Spread strategy with a lookback feature, aiming to protect the portfolio from potential market downturns.

Trump’s destabilizing actions have shaken global trust in the U.S., prompting La Côte Invest to act. Amid rising geopolitical risk and growing domestic polarization, we’ve halved our U.S. equity weighting relative to market capitalization and introduced a 10% gold allocation. These strategic shifts reflect our commitment to protecting long-term client stability in an increasingly uncertain global environment.

Every LCI strategy posted a positive 2024, with US large-cap equity the engine and gold powering the active-enhanced sleeves. Returns ranged from +5.3% to +15.3%. Currency was the swing factor: a stronger dollar lifted CHF and EUR books against peers, while USD strategies trailed strong reference funds.

Once hailed as the future of responsible investing, ESG is fading fast in the U.S. Politicized, diluted, and often greenwashed, its promise to reshape capitalism has collapsed. With regulators pulling back and investors losing faith, America’s “sustainable” revolution seems over — replaced by a wave of economic nationalism.

Over 80% of active funds have underperformed their benchmarks over the past decade, according to SPIVA data. At La Côte Invest, we focus on what truly drives long-term success: a sound, cost-efficient strategy tailored to each client. By relying primarily on passive instruments and only taking active positions when conviction is high, we ensure consistency, transparency, and performance.

A strong equity rebound in 2023 lifted all 18 LCI multi-asset strategies above their respective benchmarks. This review covers full-year returns, since-inception cushions, best and worst performers, FX impacts, and portfolio changes across CHF, EUR and USD sleeves.

2022 hit stocks and bonds together, yet all 18 LCI strategies beat their benchmarks — by between +1.2% and +11.3% — and every sleeve stayed ahead since inception.

2021 rewarded a static, equity-heavy stance across all 18 LCI multi-asset strategies. Developed-market equities, led by the US and Canada, powered every return, while a defensive bond core capped the upside as yields rose. Currency was the swing factor, lifting EUR strategies and weighing on USD ones.

A textbook risk-on recovery year. Across all 18 LCI strategies, equity carried the return — led by US mega-cap and Korea — while the active-enhanced overlay of gold and listed alternatives delivered the clearest source of outperformance over the semi-passive sleeves.

2019 was a broadly risk-on year: every LCI strategy posted a high-single-digit or double-digit gain, led by US and European equities with credit a steady second leg. All 18 sleeves beat their benchmarks, and the active-enhanced SE sleeves outperformed their semi-passive twins in every family.

2018 was a textbook late-cycle, risk-off year. Every LCI strategy posted a negative 12-month return, yet all 18 beat their benchmark by between +180 and +780 bps and stayed ahead since inception — the value of diversified, multi-asset construction showing up exactly where it should.

2017 rewarded equity beta, and LCI’s strategies captured it with double-digit returns at the Growth end. The decisive relative lesson was currency, not allocation: a sharply appreciating EUR cost the EUR sleeves against their benchmarks, the mirror image of the tailwind that lifted the USD sleeves.

2016, the strategies’ first year since launch, began with a China/oil scare and absorbed the Brexit shock before a strong second-half recovery. Every strategy ended positive and almost all beat their benchmark — the outperformance coming from genuine diversification across equity, recovered credit, gold and real estate.