Quant

The Quantitative strategy is developed through proprietary technology, intense analysis of risk control procedures and the construction of independent investment theses, which combined with academic excellence, produces an innovative investing methodology of Systematic Trading to generate alternative sources of returns.

The process of investing and allocation from the construction of a diversified portfolio, establishes Bozano Quant as one of the funds with the most consistent returns over the previous years, achieving one of the highest Sharpe ratios in the industry.

Fund’s Objective

Bozano Quant FIM has the objective of surpassing the DI rate, through the use of quantitative strategies.

Investment Policy

The fund’s objective is to surpass the long-term rate of DI. Based on the assumptions that there are inefficiencies present in several asset classes traded in the Brazilian market, we seek to achieve differentiated returns through the development proprietary technology and controlled risk procedures. Our models are based on proven international empirical experience and numerous academic studies in the finance field.

Investors

General investors.

Fees

Management Fee: 1% p.a.
Performance Fee: 20% of what exceeds DI, with a high-water mark

Other Important Information

ANBIMA Category: Multimercado Multiestratégia
Fund’s Inception Date: 10/18/2010
Investment: Quota D+0
Redemption: Quota D+1
Payment: D+4
Initial Minimum Investment: R$ 5,000.00
Minimum Additional Investment: R$ 1,000.00
Minimum Investment Balance: R$ 5,000.00

Wire Instructions

Bank: 341 (Itaú Unibanco)
Branch: 8541
Account #: 0026926-5
Cetip Account: 11404004
Selic Account: 100200702
Beneficiary: Bozano Quant FIM
CNPJ: 12.475.061/0001-94
Investments and Redemptions May be Requested
Working days, from 9:00 AM to 3:00 PM (Brasília Time)