OUR UCITS FUNDS & FLEXIBLE STRATEGIES

In 2014, the Group launched the Gems Olympia UCITS Fund, a FCP with two compartments, managed according to a flexible strategy and a proprietary investment methodology, offering investors a daily liquidity.

Investments are made according to Olympia Capital Management’s proprietary methodology based on the research results of our teams and our proprietary investment methodology.

METHODOLOGY

The methodology is based on a multi-faceted approach, combining discretionary elements and rule-based elements.

The design part of the methodology is based on discretionary decisions and includes :

  • Choosing the themes;
  • Building the investment universe;
  • Selecting the names;
  • Creating the portfolio parameters;
  • Selecting the rebalancing periods;
  • Defining the stop-loss* thresholds.

The application and execution of the methodology is rule-based :

  • Defining the entry points;
  • Building and rebalancing the portfolio;
  • Applying stop-losses*.

The risk control process used to manage volatility and drawdown begins with the selection of themes and the construction of universes of investable securities, considering liquidity, market capitalization and diversification. Portfolio management is based on a careful selection of investments and stop-loss rules*.

The 5 major steps of the investment methodology are as follows:

  1. Selection of investment themes deemed attractive in the long term by the management company, having eligible instruments in the portfolio and a sufficient volume of market transactions to access them.
  2. Construction of relevant universes for each investment theme, by identifying a list of the most liquid and efficient securities, such as for example (and not limited to) UCITS, ETFs and actions representing these themes.
  3. Selection of investments. The selection is based on predefined technical and fundamental criteria. The investment universe is reviewed periodically and can be changed at your discretion.
  4. Construction and rebalancing of the portfolio. The portfolio construction methodology is rule-based. The management company will use proprietary and dynamic rules which are built from a set of core indicators. Fundamental indicators determine the desired overall level of exposure (relative to cash and debt securities) while technical indicators determine the asset allocation within the predefined risk budget.
  5. Risk management and portfolio monitoring. Several risk management tools are used to manage the portfolio, including daily stop-loss * rules at the level of the underlying securities.

* The stop-loss is the price level at which the fund will prefer to settle its position, in the event of a loss. It also designates stock market orders known as “trigger thresholds” which are triggered automatically when these levels are reached.

There are two compartments:

  • GEMS OLYMPIA UCITS FUND – DIVERSIFIED FLEXIBLE STRATEGY
  • GEMS OLYMPIA UCITS FUND – FIXED INCOME FLEXIBLE STRATEGY

For more information on our Gems Olympia UCITS Fund and its Sub-Funds, click here.

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