UBS AG, Zurich, issues an Active Managed Certificate (AMC) listed on the Swiss Stock Exchange, designed to track the performance of the Sondrio Optimum Complexity Portfolio. The Portfolio Advisor is Banca Popolare di Sondrio (Suisse) SA, advised by London-based Optimum Complexity Ltd.
The Portfolio Certificate is a structured product and is the first Quantitative Complexity Management-based (QCM) institutional investment strategy.
Optimum adopts a generalized measure of correlation which accounts for non-linear aspects of data. The method is based on proprietary model-free cognitive A.I. technology which transforms data scatter plots into images, emulating an expert actually looking at data.
For more than a decade, our proprietary technology has been successfully used in defense, aerospace, automotive, business intelligence, economics and medicine by numerous clients.
The Sondrio Optimum Complexity Portfolio is a long only equity strategy with a short overlay volatility cover.
The investment strategy leverages information in the Complexity Profile (Optimum’s proprietary information) to extract stocks with superior short term risk-adjusted performance. In addition, complexity provides superior market early-warning signals to predict periods of high volatility and turbulence.
ISIN: CH0473578653 / WKN: US8XYY / Valor: 47357865