Investment strategies utilizing principal protection of investments

摘要

An investment method includes establishing an arrangement between an investor and a derivative counterparty in association with at least one portfolio having a plurality of investments. The method further includes setting at least one value for the portfolio including at least a minimum protection value; setting one or more interim settlement periods based on a maturity date of the arrangement including the portfolio; setting a cap level for the portfolio based on at least the minimum protection value of the portfolio; and, resetting at least one of the values or characteristics of the portfolio in association with performance of the portfolio during at least one of the interim settlement periods.