IDDI
Intelligent Data Driven Investment
Strategy’s purpose
Main features
risk-adjusted return
IDDI offers the opportunity of participating in equity markets while improving the risk-adjusted return. It adapts dynamically to different market conditions and seeks drawdown and volatility reduction.
transparency & cost-effectiveness
It is an objective and explainable methodology, easy to implement. IDDI also optimises costs by avoiding unnecessary transactions.
artificial intelligence
Its streamlined algorithmic processes keep a low turnover while monitoring corporate events and portfolio evolution. The latest scientific techniques leave no room for human error.
Investment process
Machine learning investment process
UNIVERSE SELECTION
Focusing on high-quality historical series.
SCORING
The risk parameters are dynamically calculated and then the electable universe is ranked (learning regression algorithm).
CUSTERING ANALYSIS
A clustering Algorithm groups the assets by historical similarity to reject the anomalous assets.
EXECUTION & MONITORING
Several algorithms and control tools continuously monitor the portfolio: Rotation Management, Equity rebalance, Weight management, corporate events calendar, family constraints.
Flexibility
The strategy provides high flexibility and lets you choose between regions or global; thematics (sharia, sustainability; Fidelis Ethic Portfolios) and Global brands.
SECTOR DIVERSIFICATION
THEMATICS
- Sharia
- Sustainability
- Fidelis Ethic Portfolios
REGIONS OR GLOBAL REACH
Results
Cumulative performance
A
Risk reduction allows the strategy to beat the reference index in the long run.
B
Drawdown reduced at market plunges.
1 year rolling volatility
A
Stable risk control over entire period.
28%
AVERAGE VOLATILITY REDUCTION
1 year rolling drawdown
A
Stable risk control over entire period.
18.9%
MAXIMUM DRAWDOWN REDUCTION