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Anthilia Grey

Product sheet

ISIN Ticker Nav frequence
Start date Performance Annual perf.
End date Nav Volatility



The Fund's objective is flexible management pursued through the portfolio's dynamic allocation over six investment classes, with a search for the correlation between financial assets. The management model is of a quantitative nature. The portfolio is rebalanced weekly based on purchase / sale signals generated by a series of mathematical models. The risk positions generated by each model are sized based on the volatility of the individual asset classes and the actual weight of each instrument in the portfolio depends on the weighted average of each model. Dynamic exposure to various asset classes is managed through futures, ETFs and ETCs, and is continuously monitored by the risk management system.


Product info
Inception date 19th August 2008
Product type Managed Futures UCITS IV
Focus Geo/Sector Global
Investment approach Quantitative absolute return (no benchmark)
Hedging Derivatives
Nav frequency Daily
Risk profile (from 0 to 7) 4
Currency Euro
Domicile Luxembourg
Depositary Bank RBC Investor Services
Paying Agent BNP Paribas - SGSS
Auditor Ernst&Young
Investment limits
Cash, governative and corporate bonds: max 100%
Derivatives: max 100%
Commodities: max 40%
ETF and Funds: max 10%
Credit derivatives, Covered Warrant and ABS: None
Management and distribution fees:
  Share A - Retail 1.00%
  Share B - Institutional 0.65%
Performance fees: 20% with absolute high watermark
Up front fees: up to 3%
Minimum investment
Share A - Retail None
Share B - Institutional Euro 250,000
Shares - ISIN
Share A - Retail LU0374938560
Share B - Institutional LU0374938644
Bloomberg ticker
Share A - Retail PLGREYA LX
Share B - Institutional PLGREYB LX


How to invest

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