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.
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
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.
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
|Sortino Ratio A||1.1732||0.0151||0.7055|
Details & Terms
|Paying Agent||InCore Bank AG|
|Product Manager||MRB Fund Partners AG|
|Broker & Storage Provider||Coinbase Ltd.|
|Clearing Institution /
|SIX SIS AG /
|NAV Calculation||GenTwo Digital AG|
Partners & Providers
|High Water Mark||Yes|
|Secondary Market||1% bid-offer spread|
|Manager Type||Single Manager|
|End Subscription Date||August 25, 2023|
|Payment Date||September 5, 2023|