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Risk Management
Alpha Asset Management M.F.M.C.  places particular emphasis on risk management for its portfolios to protect mutual fund shareholders. Risk management seeks to:
  • Effectively and accurately measure risk deriving from mutual fund investments.
  • Ensure that the risk undertaken is consistent with the expected risk/return ratio of the investment strategy for each mutual fund.
The method applied to measure risk is Value at Risk (VaR). VaR is a globally accepted technique used to estimate the probability of portfolio losses based on the statistical analysis of historical price trends and volatilities.
 
Value at Risk (VaR) is calculated daily. Periodically, hypothetical extreme market change scenarios are used and their quantitative impact on the portfolios is analysed.
 
In addition, reliable risk measurement tools are used such as volatility, beta factor, duration and portfolio tracking error.

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UCITS DO NOT HAVE A GUARANTEED RETURN AND PREVIOUS PERFORMANCE DOES NOT GUARANTEE FUTURE RETURNS.
WHERE THERE ARE DISCREPANCIES BETWEEN THE GREEK AND ENGLISH TEXT THE GREEK TEXT SHALL TAKE PRECEDENCE
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