Antiloop believes in being a responsible investor by supporting the development of a more sustainable future.
Antiloop has adopted a firm-wide policy that outlines how we apply sustainability principles at a firm level and in our investment process and how we promote responsible investment throughout the industry. The Policy is reviewed annually and is adopted by the Antiloop Board of Directors.
Antiloop Hedge is classified as Article 6 Under SFDR.
The EU Sustainable Finance Disclosure Regulation (“SFDR”) requires policies in respect of the integration of sustainability investment decision-making processes and investment advisory processes.
This disclosure is applicable to Antiloop AB and describes how sustainability risks are integrated into our investment decision processes. We consider a sustainable global financial system as being necessary for long-term value creation, but our strategies do not have sustainable investment as a primary objective. However, sustainability aspects are taken into account in company research and investment decisions, which influences but does not have to be decisive for which companies are selected for the fund.
Under SFDR, “sustainability risk” means an environmental, social, or governance (“ESG”) event or condition that, if it occurs, has an actual or potential material negative impact on the value of the investment.
This policy is intended for investors who invest in the products of Antiloop.
Antiloop aims to consider the “Principal Adverse Impacts” on sustainability factors into account in our investment decisions, including reports on how we identify and manage these PAIs. The new regulation (Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability‐related disclosures in the financial services sector) currently does not give clear guidance on how it applies to the majority of our type of strategies, however until the regulation is updated to cover all our strategies we are committed to reporting on the ones that are applicable.
Antiloop uses a multi-strategy approach that utilizes four core groups: Tactical Asset Allocation, Global Macro, Short-Term trading, and Long/Short Equity. Antiloop's strategies invest in rates, foreign exchange, commodities, stock indices, ETFs, and stocks.
The majority of the strategies, excluding the Fundamental Long/Short Equity strategy uses short-term horizons for the equity portion of the allocations meaning equities are not held for longer than three months, and the allocation is mainly driven by technical analysis, algorithmic patterns, and global macro. Since the equities’ fundamentals are not taken into account in the analysis, neither are the environmental, social, and or governance attributes of the company.
The following PAIs have been prioritized:
- Exposure to controversial weapons (anti-personnel mines, cluster munitions, chemical weapons, and biological weapons)
- Violations of UN Global Compact principles and Organization for Economic Cooperation and Development (OECD) Guidelines for Multinational Enterprises.
- Lack of processes and compliance mechanisms to monitor compliance with UN Global Compact principles and OECD Guidelines for Multinational Enterprises
Antiloop aims to comply with the upcoming Taxonomy regulations and report Taxonomy alignment on the equities that are held by the Fundamental Long/Short Equity Strategy. The EU-Taxonomy regulation (EU) No 2020/852 is a legal classification tool that will be the first legal standard that establishes common criteria for sustainable economic activities.
Antiloop believes in the importance of taking a responsible approach to investment. Antiloop is a signatory of UNPRI - Principles For Responsible Investment and has adopted a firm-wide policy that outlines how we apply sustainability principles in our investment process and how we promote responsible investment throughout the industry. The Policy is reviewed annually and is adopted by the Antiloop Board of Directors.
Taxonomy and SFDR reports to be published after first quarter of 2023