ANNOX offers a global exposure to recognized risk premiums in the stock market. The fund is a listed regulated UCITS fund under Nykredit Portfolio Administration. The fund has a spread equally over 200 global equities listed on stock exchanges in developed countries.
We offer an all-in-one solution in a regulated un-leveraged UCITS fund that is exposed to the risk factors that have the greatest potential to generate excess returns.
We use a systematic data-driven approach to find and exploit patterns in financial statements, but also to optimize and diversify our equity portfolio in the best possible way. We use fixed rules, models and algorithms developed internally in ANNOX to select our stock portfolio. The method is recognized in the financial world, but we have optimized it by self-developing it all from scratch, as well as adding our own optimization developed at the Technical University of Denmark.
Shares monitored daily
Average portfolio weight / Share
Number of shares turned over / monthly
ANNOX applies different complementary data-driven strategies in one and the same fund. By applying several strategies in the same model dynamically, the opportunities to choose the shares that provide excess returns in the fund are increased.
We use a systematic data-driven approach to find and exploit opportunities for excess returns. Our models are built on evidence in historical data, and not personal gut feelings that may change from day to day.
We are 100% independent and only advise our equity fund. We thus have full focus on making the best-performing equity fund - and nothing else. And if you have questions, you are always welcome to write or call - we are located on Svanemøllevej in Hellerup.
ANNOX A/S is a portfolio manager for the UCITS fund ANNOX Quant Global Equity ESG Kl. ANNOX is an innovative asset manager using an in-house developed systematic trading process exporing raw data from the Thomson Reuters Refinitive. The fund is administered by Nykredit Portfolio Administration through their private label umbrella platform Investeringsforeningen InvestIn. Nykredit, who is also our depositary, uses BNY Mellon as their sub-custodian.Read about ANNOX