Key Investor Information Document (KIID)
Objective and investment policy
Fund objective
The Fund’s objective is to earn an annual return equal to or greater than 15% net of all fees. The primary goal of the Fund is to consistently generate returns by leveraging liquid global markets. It employs a quantitative trading approach that isn’t confined to specific regions or industries.
Investment tools
The Fund primarily invests in financial derivative instruments, specifically futures contracts. These contracts provide indirect access to a diverse portfolio of underlying assets, including government bonds, equity indices, commodities, and forex. Notably, the Fund selects highly liquid contracts, ensuring rapid buy and sell actions without liquidity or counterparty risks due to the involvement of clearing houses in these markets.
Redemption of shares
Investors may redeem theirs shares on demand to the Fund. This request must be made no later than 15 days before the end of the commitment period. Subscription and redemption requests are centralized and executed on the net asset value calculated on the closing price of the day of centralization.
Duration of placement
The placement period is 12 consecutive months.
Reference currency of the Fund
The Fund reference currency is the Euro, in which your shares will be denominated.
Investment Policy
Utilizing proprietary research, data, and technology, the Fund constructs algorithmic strategies aggregated into optimized portfolios consistently and at scale. Each strategy capitalizes on market behaviors such as trends or returns to average. There are specialized volatility strategies designed specifically for rare periods of extreme market volatility.
All strategies and portfolios undergo rigorous testing, examining billions of combinations through selective statistical methods. Selected portfolios are automatically executed using a pool of redundant trading servers. The Fund’s technical infrastructure is entirely developed in-house, featuring automated tools from design to execution. This systematic approach eradicates human intervention, setting it apart from discretionary models and enabling the fund to achieve consistent returns with low volatility (below 5%).
This meticulous, automated, and data-driven approach positions the Fund as a reliable and technically adept choice for investors seeking consistent returns in liquid global markets across diverse conditions.
Partial capital protection
Through the use and selection of highly liquid futures contracts and strict risk management policies, the Fund protects 50% of assets. This protection gives investors the security of not losing more than 50% of their invested capital.
Profile of risk and performance
The indicator above illustrates the position of this Fund on a standard risk/reward category scale. The risk and reward category identified is not guaranteed to remain unchanged and may shift over time. The lowest category does not mean investment is “risk free”. This indicator is not a measure of the risk that you may lose the amount you have invested. The seven-category scale is complex; for example, a category 2 fund is not twice as risky as a category 1 fund.
The Fund is risk category 3 due to the nature of its investments, which are primarily financial derivative instruments with exposure to underlying asset described above, which based on historic data have a low volatility.
The Fund may also be exposed to other risks that the risk indicator does not adequately capture. These may include :
Currency risk
The Fund is invested in US dollars. Currency rates fluctuate. As a result, there is both negative and positive foreign exchange risk for investors when they hold assets issued in a foreign currency.
Derivatives and Leverage Risk
The Fund uses financial derivative instruments for investment and hedging purposes, including to manage risk or to take investment positions more efficiently or effectively than risk of higher volatility, and the Fund may be exposed to additional risks and costs as a result. Financial derivative instruments give the potential of greater returns but this also means greater risk for your investment.
Liquidity Risk
The Fund invests significantly in financial derivative instruments, which are by their nature sufficiently liquid, yet may under certain circumstances have a relatively low level of liquidity which may have an impact on the level of liquidity risk of the Fund as a whole.
Investment Strategy Risk
The Fund’s success is dependent on the performance of the Program. Within the Program, a given strategy is designed to increase the overall performance of the Program while maintaining moderate volatility. Trading decisions are based on mathematical analysis of technical factors related to past performance and market activity. Profitability depends on the ability of a strategy to continue to successfully identify market trends which the Program uses to make profits.
Charges for this Fund
The charges you pay are used to pay the costs of running the Fund, including the costs of marketing and distributing it. These charges reduce the potential growth of your investment.
| One-off charges taken before or after you invest | |
|---|---|
Entry charge | 0 % |
Exit charge | 0 % |
| Charges taken from the Fund over a year | |
|---|---|
Management fee | 0 % |
Performance fee | 33 % (quarterly) |
The Fund does not charge any entry or exit fees.
The Fund does not charge any management fees.
The performance fee of 33% is deducted from the positive gross performance generated by the Fund each quarter.
Past Performance
The returns shown are net of all management fees and performance fees. Investors should understand the fact this is historical data.
Past performance is no guarantee of future performance.
The Prime Broker is Interactive Brokers LLC (United States of America).
Information on the Fund (prospectus, fund regulations) is available on request from the Fund and its representatives.
The Fund shall not be liable for any misleading, inaccurate or inconsistent statements contained herein.
Taiga Capital Investment Limited is registered in the British Virgin Islands (BVI) as an “Approved Fund” under number 2029455.
The fund manager approved by the Financial Services Commission of the British Virgin Islands (BVI) is Taiga Consulting Limited, registered under number 2095702.
The funds
Performances
