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GAIA Systematic Macro

Investment Mandate

Seeks absolute returns by systematically capitalising on relative mispricing of global macro assets. Beta neutral by construction.

Reasons To Invest

The system adapts to changing market regimes continually adapting the asset allocation.
Explainable AI prediction engine used as the basis.

Risk Management

Diversification in terms of models, time horizons and assets, together with volatility weighting.
Targets absolute, uncorrelated returns, with low volatility and drawdowns.

Key Features

Explainable, regime switching proprietary AI prediction engine used as the basis. The system adapts to changing, noisy market regimes continually adapting the asset allocation of the portfolio. Alpha is generated through the identification of macro inefficiencies. Mixture of fundamental, price and alternative data sets used. The strategy forms long and short positions in a variety of liquid assets globally. Asset classes include across equities, bonds commodities and currencies.

To learn more contact us. You can also download a two pager PDF with strategy details using the download button below.

Important Information

Methodology. Data are presented as of the 14th of May 2024. Investors should be aware that performance data presented herein have been simulated to reflect an equal allocation of capital to GAIA Relative Value 6% Vol, GAIA Trend 6% Vol and  GAIA Opportunistic 6% Vol. All the underlying strategies include simulated data. Track record of the underlying strategies is available upon request. Trading execution has been simulated assuming an implementation at the market open based on open prices of currencies and ETF. Performance are presented net of transaction costs and gross of management and performance fees. The annualised return is the compounded annualised growth rate. The risk-free rate used to calculate the Sharpe Ratio is 0%. Actual performance and fees in each account may vary from what is advertised in this document. All fund holdings are subject to change and should not be considered a recommendation to buy or sell securities. Please refer to the section “Important Information” of this document for important information.

Disclaimer. Capital at risk. Risks associated with investing in the Strategy may include derivative instruments risks, equities risks, currency risks, commodities risks, and fixed income risks. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested. The figures shown relate to past performance. Past performance is not a reliable indicator of current or future results and should not be the sole factor of consideration when selecting a product or strategy. An investment may involve significant risk and you may not get back the amount you originally invested; the performance of any security referred to on this website can be volatile and can go up or down; and the value of investments involving exposure to foreign currencies can be affected by exchange rate movements. The products described on this website are priced in US Dollar and the value of an investment in other currencies will be affected by exchange rate movements. The information contained in this presentation (the “Information”) is provided by XAI Asset Management Limited (the “Company”) to you solely for your reference. The Information has not been independently verified and may not contain, and you may not rely on this presentation as providing, all material information concerning the condition (financial or other), earnings, business affairs, business prospects, properties or results of operations of the Company or its subsidiaries. None of the Company or any of their members, directors, officers, employees or affiliates nor any other person accepts any liability (in negligence, or otherwise) whatsoever for any loss howsoever arising (including, without limitation for any claim, proceedings, action, suits, losses, expenses, damages or costs) from any use of this presentation or its contents or otherwise arising in connection therewith.  This presentation contains statements that constitute forward-looking statements which involve risks and uncertainties. These statements include descriptions regarding the intent, belief or current expectations of the Company with respect to the consolidated results of the macroeconomic conditions. These statements can be recognised by the use of words such as “believes”, “expects”, “anticipates”, “intends”, “plans”, “foresees”, “will”, “estimates”, “projects”, or words of similar meaning. Similarly, statements that describe the Company’s objectives, plans or goals also are forward-looking statements. All such forward-looking statements do not guarantee future performance and actual results may differ materially from those in the forward-looking statements as a result of various factors and assumptions. You are cautioned not to place undue reliance on these forward-looking statements, which are based on the current view of the management of the Company on future events. The Company does not undertake to revise forward-looking statements to reflect future events or circumstances. No assurance can be given that future events will occur, that projections will be achieved, or that the Company’s assumptions are correct.  This presentation may also contain historical market data; however, historical market trends are not reliable indicators of future market behaviour. The Company expressly disclaims any responsibility for (i) the accuracy of the models or estimates used in deriving the analyses, (ii) any errors or omissions in computing or disseminating the analyses or (iii) any uses to which the analyses are put. By accepting and/or viewing the Information, you agree to be bound by the foregoing limitations. XAI Asset Management Ltd is authorised and regulated by the Financial Conduct Authority (781607).

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