Mozaika. Great things start small
Undervalued small-cap companies in Europe and the US: where analyst coverage is scarce, algorithms have a greater edge.
Figures cover 36 months, net of fees. Past performance does not guarantee future results.
How Mozaika works
Where the crowd is absent
Companies covered by fewer than three analysts: valuation inefficiencies here occur more frequently and persist longer.
Quality scoring
The model selects profitable, growing companies with low debt, screening out those that are cheap for a reason.
Liquidity limit
Position size is limited by the daily trading volume of the security — exiting any position takes no more than two days.
Target portfolio allocation
Actual weights fluctuate within ±5 pp; auto-rebalancing returns the portfolio to its targets.
Terms
Questions & answers
Who is the Mozaika strategy suitable for?
Mozaika — a small-cap AI strategy with a risk level of 4 out of 5: suitable for patient investors with a horizon of five or more years — small companies are more volatile but have historically outperformed indices. Historical returns — +17.8% per annum with a maximum drawdown of −18.3%; minimum subscription €100.
What are the risks of the Mozaika strategy?
The primary risk is low liquidity of small-cap securities, which widens spreads during corrections. The maximum historical drawdown was −18.3% at a volatility of 16.9%. The algorithm operates within strict limits: as the drawdown limit is approached, positions are reduced automatically, and the strategy can be stopped at any time.
What are the connection terms for Mozaika?
Minimum amount — €100, management fee — 0.80% p.a., performance fee — 10% of profit above the high-water mark. The strategy executes an average of 26 trades per month, each recorded on the public I-Trade Chain network.