Anthilia Blue
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Anthilia Orange
31 December 2014
Monthly Report
www.anthilia.it
NAV since inception
102
Anthilia Orange
Portfolio Manager
AUM (Mln €)
Currency
NAV frequency
UCITS Type
Domicile
Custodian Bank
Auditor
Massimiliano Orioli
21,2
Euro €
Daily
UCITS IV SICAV (harmonized)
Luxembourg
RBC Investor Services
Mazars
101
100
99
98
97
Management fee (%)
1,75
0,00
0,00
classe A
classe D
classe C
Performance fee (%)
20
0
0
classe A
classe D
classe C
94
3-nov-2014
Investimento minimo
€ 5.000
€0
€0
classe A
classe D
classe C
Historical Returns (%)
96
95
1
2014
Class A (Retail)
NAV
Launch date
ISIN code
Bloomberg ticker
100,04
03 November 2014
LU0374938990
PLAORGA LX
Contacts
Swiss Representative:
Swiss Paying Agent:
Publications:
info@anthilia.it | www.anthilia.it
PKB Privatbank AG
PKB Privatbank AG
www.fundinfo.com
2
3
4
5
6
High Risk
7
Medium–high risk
Sector
4
Apr
-
5
May
-
6
Jun
-
7
Jul
-
8
Aug
-
9
Sep
-
10
Oct
-
29-dic-2014
11
Nov
+0,65
12
Dec
–0,61
Year
+0,04
+0,04%
+0,04%
0,03
0,78
–1,56%
0,57
YTD performance
Return since inception
Sharpe Ratio
Market correlation
Alpha
Beta
Monthly returns - last 12 months
Annualized volatility
Monthly VaR 99%
Maximum drawdown
Time to recovery (months)
Dividend yield
Last 4 quarters performance
7,32%
5,47%
–4,33%
3,66
#N/D
0,65%
1%
0%
-1%
-0,61%
-1%
nov-14
dic-14
Portfolio analysis
Asset allocation
150%
100%
94,81%
74,90%
50%
8,03%
0%
Equity sector exposure (top 5)
Travel & Leisure
Electricity
Food Producers
Chemicals
Household Goods & Home Construction
3
Mar
-
15-dic-2014
Performance analysis
0
Anthilia Orange is a sub-fund of Luxembourg SICAV,
UCITS compliant, with daily liquidity. Portfolio Manager is
Massimiliano Orioli.
The fund invests in stocks of high quality and high
dividend. Portfolio is built through minimization
algorithms volatility; exchange rate risk is systematically
hedged. The investment geographical area is global and
investment style is quantitative. In order to further reduce
the volatility, Orange uses an overlay strategy focused on
the sale of covered call options. The portfolio consists of
large-cap global exclusively from developed countries. The
quality of companies is identified by evaluating the
sustainability of the dividend policy in the future. The
selected companies are characterized by low leverage, a
solid EBITDA and a payout ratio content. The proposed
strategy is, within the equity allocation of portfolio, a
viable diversification than traditional selection strategies
of fundamental type.
(%)
15,25
11,65
9,66
6,07
5,63
Equity country exposure (top 5)
Currencies Exposition
2
Feb
-
1%
Investment policy
Country
UNITED STATES
CANADA
HONG KONG
AUSTRALIA
SWITZERLAND
Jan
-
1-dic-2014
2015
Risk profile
Low risk
1
17-nov-2014
(%)
36,72
14,79
12,71
11,10
5,43
-2,97%
-50%
-100%
Equity
Currency Futures
Currencies Expositions
Name
T CN Call 42 DC14
SBRY LN Call 260 GE15
SYNN VX Call 330 GE15
RB/ LN Call 56 DC14
RDSA LN Call 23 DC14
SBRY LN Call 2,50 DC14
COH US Call 39 DC14
MKS LN Call 5DC14
ESI CN Call 13 DC14
MTL CN Call 23 DC14
Liquidity
Options
Top 10 Equity Holdings
(%)
-2,19
-0,24
-0,21
-0,19
-0,06
-0,04
-0,02
-0,02
0,00
0,00
Name
McDonald's Corporation
Procter & Gamble Co
Sun hung kai properties ltd
MTR Corporation Ltd
Shaw Communications Inc-b
Telus Corp
Enetrgy Corp
Woodside Petroleum Ltd
CANON Inc
Coca-Cola Co/The
(%)
4,93
4,90
4,90
4,90
4,87
4,81
4,81
4,71
4,59
4,44
Covered exchange risk
WARNING: Past performances are by no means a guarantee of future performance. Performances are gross of tax and net of manangement fees. Any
subscription to the Open-ended investment fund can be carried out only on the basis of the full prospectus, available on Anthilia's website.
Anthilia Capital Partners SGR SpA ◊ www.anthilia.it ◊ MILANO - Corso di Porta Romana 68 - Tel: (+39) 02.97386.101 ◊
ROMA – Via Antonio Bertoloni 55 – Tel: (+39) 06.45496.450 ◊ BOLOGNA – Via Guerrazzi 28/3 – Tel: (+39) 051.2960.714