Grantia Anphora UCITS Fund Class A
Potentially lower reward
Potencially higher reward
The investments described may involve, inter alia, interest rate risk, exchange rate risk, credit risk and risk from the use of derivative financial instruments.
Category "1" does not mean that the investment is risk-free.
This data is indicative of the fund's risk which, however, may not be a reliable indication of the fund's future risk profile. In addition, there is no guarantee that the category indicated will remain unchanged and may vary over time.
Why in this category: Because the volatility is less than 15% per annum.
Data updated to: 14/02/20
Active management: algorithmic trading based on Statistical Arbitrage of Currencies.
Mathematical and statistical model in currencies from developed countries (AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD).
Volatility target of less than 10% with a daily VaR of less than 4.50% with 99% confidence.
The degree of leverage in foreign currencies ranges from 0% to 150%.
Grantia Anphora Class A
Minimum investment 25,000€
Bloomberg Code GRANPAE LX
Legal framework SICAV-UCITS
Investment Manager Grantia Capital SGIIC S.A.
ManCo Quadriga AM SGIIC S.A.
Auditor KPMG Audit Luxembourg
CNMV Registry 820
Custodian Bank Societe Generale Bank & Trust (LU)
Administrator Societe Generale Bank & Trust (LU)
Management Fee1.75 %
Performance Fee30.00 %