Notice
The fund is closed for subscriptions. Please contact us for any further information. (Tel: 55-11-2164 1100)

Goal
Obtain returns that are greater than CDI (Brazilian Interbank Rate) through a diversified portfolio of strategies, using the diversity of financial instruments, so as to seek an appropriate balance between risk and return.

Concept
NEO Multi Strategy is a fund focused on arbitrage trades in interest rates, FX and stock markets, not only in the spot market but also in derivatives instruments. Macro bets play a secondary role in the fund’s return, with major allocation in trades that are not related to specific market movements and seeking efficient diversification.

Investor’s Suitability
The fund is intended for Individuals, Corporation and Institutional Investors that seek returns that are greater than the CDI and that understand the risks associated with the investment.

The fund will use the concept of allocation between different strategies ("books"), being that each strategy will be analysed individually based on its risk and return profile. The allocation among the several strategies will be carried out keeping in mind the correlation that exists between them and the marginal contribution these strategies will have in the portfolio, both in terms of the risk and the expected return.

The Risk Management will be carried out actively during the process of portfolio selection, using the historical Stress Test and assessing the liquidity of each market. The large degree of diversification in addition to the small dependency on directional positions reduces fund’s risk.