Schlossberg&Co – New Investing Technologies

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New Investing Technologies

Schlossberg&Co is a quantitative investment management company trading in global financial markets, dedicated to producing exceptional returns for its investors by combining the most sophisticated scientific methods of quantitative finance, machine learning and behavioural finance.

Technology

We follow the principles rooted in technology and data as much as those found in financial services.

Debt is at an all-time high worldwide. Politicians are printing unprecedented amounts of money to service this debt and hence distorting financial markets worldwide. Our investors benefit from the continued asset inflation while being protected against sudden interest rate and volatility shocks.

Years of research and a strong team of financial experts, physicists and mathematicians from University of St.Gallen (HSG), ETH Zurich and ETH Lausanne have led to break-through innovations in volatility forecasting and time-series predictions. Our proprietary algorithms are constantly learning through machine learning and work in different market regimes. They are able to react instantaneously with direct interfaces to financial markets.

Schlossberg&Co is at the nexus of economics, behavioral finance, data, and technology. Our evolution has been a continuous exploration of what drives markets and how it can be systematically applied to client portfolios.

Products

Our Products

Global-Cross-AssetAIM 10

Global-Cross-AssetAIM 40

Global-Cross-AssetAIM DA

Global-Cross-Asset AIM 10
Aim: Maximize the return by investing globally across all asset classes and a maximum drawdown target of 10%.
Use Case: Most bonds are yielding negative returns nominally and in real terms (after inflation) in particular. Use this product as a bond substitute in a given portfolio. We constantly manage the risk of volatility and interest rate shocks with the help of our proprietary investment algorithms.

Monthly Performance

Year	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YTD
2022	-0.16%	-0.18%	-0.32%	0.32%	-1.01%	-0.86%							-2.19%
2021	8.43%	7.45%	3.72%	-0.28%	-0.2%	2.49%	-2.76%	-2.16%	-0.19%	-1.35%	-0.22%	-0.15%	15.05%
2020	2.78%	3.38%	9.13%	7.18%	6.69%	1.17%	5.32%	4.27%	-4.16%	3.66%	8.61%	5.04%	66.97%
2019	0.80%	2.52%	1.15%	2.91%	4.63%	3.92%	-2.97%	-2.74%	-1.29%	0.55%	1.86%	0.07%	11.65%
2018	7.01%	-2.96%	1.80%	4.83%	-0.76%	0.73%	0.16%	-1.45%	0.81%	-2.86%	3.58%	-2.43%	8.22%

Details

ISIN	CH0596276250
Valor	59627625
Bloomberg	ID CH0596276250
Currency	CHF
NAV	929.86
Subscription	Daily
Min. Subscription	1 Certificate
Maturity	Open-end
Management Fee	0.50% p.a.
Performance Fee	20% (HWM)

Cumulative Performance (%)

Last month	-0.86%
Last 3 months	-1.55%
Last 6 months	-2.19%
YTD	-2.19%
Since inception	127.02%
Average % p.a.	19.98%

Risk Metrics

Sharpe Ratio	1.72
Volatility	11.61%
Max. Drawdown	-8.65%

TermsheetDownload

FactsheetDownload

Global-Cross-Asset AIM 40
Aim: Maximize the return by investing globally across all asset classes and a maximum drawdown target of 40%.
Use Case: Most equities are overvalued today. Use this product as an equities substitute in a given portfolio. We constantly manage the risk of volatility and interest rate shocks with the help of our proprietary investment algorithms.

Monthly Performance

Year	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YTD
2022	-0.26%	-0.26%	-0.65%	1.03%	-2.46%	-2.15%							-4.71%
2021	17.34%	12.88%	6.51%	-0.35%	-0.28%	5.81%	-6.84%	-4.34%	-0.05%	-3.50%	-0.57%	0.08	26.88%
2020	9.02%	8.92%	18.52%	20.96%	18.00%	4.37%	13.91%	12.35%	-12.52%	5.37%	24.00%	13.15%	246.97%
2019	3.35%	6.93%	1.12%	6.47%	8.32%	11.14%	-9.53%	-9.75%	-0.76%	1.72%	4.47%	-4.09%	18.30%
2018	16.13%	-6.90%	6.77%	6.98%	-0.56%	1.06%	0.04%	-1.63%	0.13%	-10.27%	12.15%	-6.71%	14.81%

Details

ISIN	CH0596276268
Valor	59627626
Bloomberg	ID CH0596276268
Currency	CHF
NAV	854.75
Subscription	Daily
Min. Subscription	1 Certificate
Maturity	Open-end
Management Free	1.50% p.a.
Perfomance Fee	20% (HWM)

Cumulative Perfomance (%)

Last month	-2.15%
Last 3 months	-3.58%
Last 6 months	-4.71%
YTD	-4.71%
Since inception	469.78%
Average % p.a.	47.19%

Risk metrics

Sharpe Ratio	1.62
Volatility	29.04%
Max. Drawdown	-19.22%

Termsheetdownload

Factsheetdownload

AIM Digital Assets
Aim: Maximize the return by investing globally across all asset classes (with a digital focus) and a maximum drawdown target of 50%.
Use Case: Digital Assets are extremely volatile. Use this product as a digital assets substitute in a given portfolio. We constantly manage the risk of volatility and interest rate shocks with the help of our proprietary investment algorithms.

Monthly Performance

Year	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YTD
2022	-0.32%	-0.27%	-1.01%	-5.15%	-10.67%	-12.18%							-26.77%
2021	24.50%	24.33%	11.40%	-1.89%	-0.22%	5.47%	-11.50%	-6.23%	-1.73%	-8.71%	-1.11%	0.25%	31.41%
2020	24.85%	14.44%	13.15%	20.42%	12.41%	-6.39%	28.49%	2.80%	-10.62%	17.73%	28.32%	37.63%	402.75%
2019	-6.78%	3.60%	3.21%	23.75%	50.75%	5.18%	-21.43%	-15.50%	2.50%	-0.24%	2.96%	-7.63%	26.26%
2018	31.07%	-19.72%	6.69%	12.37%	-2.46%	6.91%	-3.46%	-5.94%	-6.37%	-13.13%	21.91%	-15.33%	0.28%

Details

ISIN	CH0596276243
Valor	59627624
Bloomberg	ID CH0596276243
Currency	CHF
NAV	552.26
Subscription	Daily
Min. Subscription	1 Certificate
Maturity	Open-end
Management Free	2.0% p.a.
Perfomance Fee	20% (HWM)

Cumulative Perfomance (%)

Last month	-12.18%
Last 3 months	-25.59%
Last 6 months	-26.77%
YTD	-26.77%
Since inception	512.55%
Average % p.a.	49.58%

Risk metrics

Sharpe Ratio	0.93
Volatility	53.17%
Max. Drawdown	-45.85%

Termsheetdownload

Factsheetdownload

Team

Diversified Leadership Team

Schlossberg&Co is backed by a strong team of financial experts, physicists and mathematicians from University of St.Gallen (HSG), ETH Zurich and ETH Lausanne. The team has prior work experience at UBS, Julius Bär, Deutsche Bank, HSBC or the European Central Bank.

David Bühlmann

Chief Executive

David Bühlmann

Chief Executive

David holds an M.Sc. in Finance from Cass Business School in London and a B.A. degree in Business from University of Saint Gallen. David worked in different capacities at Deutsche Bank, Julius Bär and HSBC in Zürich, Singapore and Hong Kong before founding Schlossberg&Co.

Boris Kuznetsov

Chief Quant

Boris Kuznetsov

Chief Quant

Boris holds an M.Sc. in Mathematics and Financial Engineering from ETH Lausanne (EPFL) and a B.Sc. in Physics from Saint-Petersburg State University. He is an expert in Machine Learning and Neural Networks.

Prof. Dr. Semyon Malamud

Investment Counselor

Prof. Dr. Semyon Malamud

Investment Counselor

Semyon is Professor of Finance at ETH Lausanne (EPFL) and Senior Chair of the Swiss Finance Institute. He is a Research Fellow at the Bank for International Settlements (BIS) and the Centre for Economic Policy Research (CEPR), and a Lamfalussy Research Fellow at the European Central Bank (ECB).

Andrea Xu Teng

Quant Engineer

Andrea Xu Teng

Quant Engineer

Andrea Xu holds an M.Sc. in Computer Science with in-depth studies in Algorithm Design, Big Data Computing and Distributed Systems amongst others. He is currently finishing his Ph.D. at ETH Lausanne (EPFL).

Serge Birri

Quant Engineer

Serge Birri

Quant Engineer

Serge holds both an M.Sc. in Quantitative Finance and an M.Sc. in Computational Science and Engineering from ETH Zürich. Serge worked in different capacities for Credit Suisse and Swiss Life. He is leading the algorithmic investment initiatives at Schlossberg&Co.

Pascal Hügli

Chief Research

Pascal Hügli

Chief Research

Pascal holds a B.A. in Political Science specializing in Political Economics and Political Philosophy. Pascal has been devoting his intellectual career to finance, economics and blockchain technology and is an invaluable asset for Schlossberg&Co’s research team.

Andy Heilmann

Chief Finance

Andy Heilmann

Chief Finance

Andy is a certified federal fiduciary expert with extensive work experience. He was a partner at Swisspartners Investment Network for more than six years. At Schlossberg&Co Andy is an invaluable asset for our clients when it comes to structuring complex wealth.

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Culture

Culture Is Key

The unique success of Schlossberg&Co is the result of our unique culture. We expect people to be completely open. To achieve excellent results, we set ambitious goals and apply our understanding of how the world works to achieve them. We constantly strive together for truth and excellence. This enables us to build meaningful work and relationships with our clients, partners and colleagues.

We at Schlossberg&Co consistently challenge the status quo at its core to identify our purpose. Most organisations ask “How” and “What” but fail to ask “Why”. For us at Schlossberg&Co the “Why” is indispensable for our success.

Our Mission is to allow our clients to benefit from the greatest wealth transfer in human history through our sophisticated mathematical algorithms.

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