AQuA Strategy identifies and adapts to the most consistent upward trends. To carry out its Adaptive Quant Allocation, the strategy uses ETFs picked among a preselected Universe.
AQuA establishes three risk profiles, with different volatility levels and asset classes exposure limits , in order to create a differentiated product range to satisfy distinct risk tolerance needs.
AQuA possesses also a dynamic risk reduction mechanism to protect capital investors during downward markets. If there are not consistent upward trends it will punctually invest 100% in safe-haven assets until new investment opportunities arise
The strategy is transparent and fully explainable. It follows global market trends and therefore allows the client to understand the reason behind each asset allocation.
AQuA provides a lean and cost-effective implementation for the client.
Complexity reduction to increase efficiency
The ETFs are prefiltered according to the selected markets, based on the most quality historical price series, the highest liquidity criteria and any personalized requirements the client needs to optimize the operative process.
More capilarity for a deeper adaptation
AQuA shows a Positive Asymmetry that produces higher odds of winning than of losing thanks to its high adaptation capacity to any market context with risk control mechanisms. This provides a smooth path for the investor during all the investment time period.
ROLLING RUN UP
Proves the strategy ability to be correlated with the markets during upward trends .
AQUA VOLATILITY LEVELS
FOR 3 DIFFERENT
Higher odds of winning than of losing
EXPOSURE EVOLUTION ACCUMULATED PERFORMANCE
It increases its participation on bullish markets.
On downtrends it turns to safe-haven assets.