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FatAlpha


The “FATALPHA” Fund is a themed fund in the process of being set-up under the new regulatory framework governing the establishment and operations of Alternative Investment Funds in Cyprus.  Currently, only managed segregated accounts are available to non-US investors that quality as Professional Investors under the MiFID classification system.

Investment Philosophy

  • FATALPHA is a value investing strategy – the brain child of Sophocles Sophocleous - that invests in liquid U.S. equities.
  • FATALPHA’s primary objective is to outperform the S&P 500 over the medium and long-term.
  • The strategy relies on quantitative value models to scan the top 3000 US stocks.  The “best” investment opportunities are then selected via qualitative analysis.
  • Based on pre-existing work by academia, the quantitative value models have been back-tested since 1996.

Investment Opportunity

  • CDB Global Capital plans to setup an open-ended fund registered with and regulated by the Cyprus Securities and Exchange Commission that will execute exclusively the FATALPHA strategy.  Individuals and Institutions will have the opportunity to invest based on this strategy.
  • Until the Fund is setup and running, interested parties can invest in the strategy via a managed account relationship.
  • An amount in excess of US$2m is currently managed based exclusively on the FATALPHA strategy.
  • The strategy has been implemented over the past 30 months with real funds with a cumulative return of 159% versus 52% for the S&P500.
Detailed month-to-month performance is available on request for interested and qualified non-US investors.

Contact Person

                                                                                        tel: +357 22710710



Investment Performance