Class A - Relative value arbitrage line

The aim of Relative Value Arbitrage Line is to achieve constant capital appreciation while not being dependent on the fluctuations of the world markets; it is perfectly suited for investors seeking stable and consistent equity growth.

This strategy is based on a proprietary computerized arbitrage trading system which, through quantitative analysis of the world currencies and LIBOR interest rates futures, identifies trading opportunities on the spot and forward Forex markets. Final trading decisions are taken by the investment manager on a discretionary basis, after in-depth study of the macro-economic scenario.

Safety and stability are the foundations of this investment line. The primary objective is to reduce risk to the minimum level while obtaining a high annual return on the investment.

The most significant performance element of this arbitrage technique is that it has never recorded a negative month. In the past, monthly profit percentage rate has fluctuated between 0.2% and 3.5%. With a minimal risk exposure (2%), this product reaches an average annual profit of 20%.

Download Class A Fact-Sheet