The information in this website was prepared by Aisot Technologies AG for information and marketing purposes. However, Aisot Technologies makes no representation or warranty with respect to its contents or completeness and disclaims any liability for loss or damage of any kind incurred directly or indirectly through the use of this document or the information contained herein. All opinions expressed in this document are those of Aisot Technologies at the time of writing and are subject to change without prior notice. Unless otherwise stated, all figures are unaudited. This document is for the information of the recipient only and does not constitute investment advice, an offer or a recommendation to purchase financial instruments and does not release the recipient from his or her own evaluation and judgement. This document is explicitly not intended for persons whose nationality, place of residence or other characteristics prohibit access to such information due to applicable legislation.
Every investment involves risks, particularly those of fluctuations in value and income. Collective investments are volatile and an investment may result in the total loss of the capital invested. Furthermore, performance data does not account for the commissions and costs that may be charged on issue and/or redemption. Furthermore, it cannot be guaranteed that the performance of comparable indices will be achieved or exceeded. A positive performance in the past or the indication of such a performance is no guarantee for a positive performance in the future. Investments in foreign currencies may be subject to currency fluctuations. There is an additional risk that the foreign currency may lose value against the investor's reference currency.
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Product Description
This product is an Actively Managed Certificate. Actively Managed Certificates allow investors to participate in the performance of the underlying strategy. aisot AI Balanced Digital Assets is a long only, fully AI driven Crypto Portfolio, targeting similar volatility as compared to a Bitcoin and Ethereum tracker while maximizing performance. The underlying AI engine relies on a process that includes crypto currency volatility and return forecasts, robust covariance estimations, factor-models of crypto currency returns along with robust back testing and aims at maximizing investment efficiency while lowering the effects of volatility.
Strategy
aisot AI Balanced Digital Assets offers investors access to an artificial intelligence-driven AMC. The investment objective of the AMC is to achieve long-term capital growth by investing in a systematic basket of crypto coins and tokens, which is selected, adjusted and rebalanced by a mix of mean-variance optimization and return views derived by Aisot Technologies’ proprietary Artificial Intelligence engine. The total investment universe consists of 21 crypto coins and tokens, selected depending on liquidity and marketplace availability.
Guidelines & Restrictions
The strategy components are selected, adjusted and rebalanced by aisot's proprietary AI engine in accordance with the three rules here. There is no exposure to short selling or leverage through credit raising, short selling or derivatives.
1. Portfolio Risk
To estimate the portfolio risk, aisot takes into account the volatility of the individual assets and their mutual dependence, factoring in different risk methods that are composed of state-of-the art covariance estimators.
2. Return Horizon
aisot's alpha forecast engine is based on a one-month return horizon forecast with an uncertainty component by an ensemble of cutting-edge machine learning models.
3. Cash Allocation
We allow dynamic cash allocation from 0% to 45% depending on forecasted risk levels for the current rebalancing period.
Performance Record
01 January 2021 - 05 July 2023, back-tested results, net of trading fees
aisot AI Blended Strategy: +230.6%
Aisot AI Blended Strategy | BTC Baseline | ETH Baseline | |
Sharpe Ratio A | 0.8657 |
0.0105 |
0.4940 |
Sortino Ratio A | 1.1732 | 0.0151 | 0.7055 |
Max Drawdown | -0.7009 | -0.7663 | -0.7930 |
Annualized Volatility | 0.9018 | 0.6876 | 0.9061 |
Annualized Return | 0.6081 | -0.0072 | 0.4476 |
Details & Terms
Issuer | CAI4PCC Limited |
Paying Agent | InCore Bank AG |
Product Manager | MRB Fund Partners AG |
Broker & Storage Provider | Coinbase Ltd. |
Clearing Institution / Clearing Code |
SIX SIS AG / ICB CH103283 |
NAV Calculation | GenTwo Digital AG |
Partners & Providers
ISIN | CH1214916442 |
Currency | USD |
Structure | Actively Managed Certificate |
Min. Subscription | 10,000.00 |
Performance Fee | 15% |
Management Fee | 1.50% |
High Water Mark | Yes |
Secondary Market | 1% bid-offer spread |
Manager Type | Single Manager |
Investment Process | Active |
Status | Open-ended |
Domicile | Guernsey |
End Subscription Date | August 25, 2023 |
Payment Date | September 5, 2023 |
Valuation Date | Daily |
Subscription Frequency | Weekly |
Redemption Frequency | Weekly |