Investing in an SPV that will be formed to provide the onward financing to the SME involves risks. If the business you invest in fails, you are likely to lose 100% of the money you invested. You are unlikely to be able to sell your investment early. Putting all your money into a single business or type of investment for example, is risky. Spreading your money across different types of investments makes you less dependent on any one to do well.
A full risk warning can be found here.
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A full risk warning can be found here.
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