FDI Audas Piscator deploys a multifaceted high-risk investment policy, based on short and long term strategies. Within the short term strategies the fund uses an internally built trading algorithm focussed on derivatives, especially linked to G10 and CEE currencies. This algorithm is the most aggressive investment strategy within the fund and is based on fundamentals, while timing is triggered by certain criteria which are set internally. It uses leverage of up to 1:5. The long term strategy, which makes up 50%-60% of the portfolio, is focused almost exclusively on Romanian fixed income and equities listed on the Bucharest Stock Exchange.
Inception date: August 14th 2009
AuM: EUR 1.47 million
Sharpe ratio: 2.37
1 month performance: 19.54%
12 month performance: 57.94%
36 month performance: 165.34%
YTD performance: 51.51%
Ann. perf. since inception: 11.45%
(All data as of August 11th 2015)
The fund is managed by Dragos Balaci (pictured left) and Liviu Stefan Arnautu, both partners of Atlas Asset Management.
Balaci has been active on the Romanian capital market since 2009, when he founded S.A.I. Atlas Asset Management under the name of S.A.I. Piscator Capital. He has a prior extensive experience of over 11 years in the banking sector in the Treasury department of several banks, in the last 5 years acting as Head of Trading in RBS Bank Romania.
Arnautu has an experience of 7 years on financial markets acting as President of S.A.I. Atlas Asset Management BoD since 2011 and as General Manager of top 10 brokerage company SSIF IEBA TRUST for 5 years, between 2008-2013. He has a prior experience of over 9 years in the banking sector in the Treasury department of several banks, in the last 3 years acting as Treasury Manager with Credit Agricole Bank Romania.
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