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Risk benchmark

Lowering DARWIN risk from stocks (e.g. Apple) -> to indices (e.g. SP500)

DARWIN VaR History

In the beginning (2014-2017) we had to prove that there was a demand for a product like a DARWIN. We decided to offer it in various risk flavours and to check which risk investors chose the most. The goal, besides starting to attract AuM, was to get to know our investors' profile better.

In 2017 we switched to only one risk for DARWINs, that of 10% monthly VaR(95%). It was the most demanded by investors. It's like the risk of a mid-cap stock. This allowed us to compare DARWINs with stocks in our commercial messages.

Investor Loss Aversion

Why Max. 6.5% monthly VaR

Next steps

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