I fear you unfortunately copied a misleading part;
Imagine that we invest 1000€ in a DARWIN. Remember that all DARWIN are listed with a 10% monthly VaR.
What would be my risk?
Statistically, 1 month out of every 20, I can loose 10% of my investment or more. Therefore the minimum expected loss of capital, 1 month out of every 20, will be 100€.
That is confirmed on that page here:
Which risk is higher
Imagine that a trader has a system trading with a 25% VaR. Nevertheless, thanks to Darwinex’s risk management algorithms, the DARWIN that replicates the underlying strategy has a 10% VaR.
Who trades with more risk, the DARWIN or the underlying strategy?
The answer is simple, right? Without a doubt it is the underlying strategy because, 1 out of every 20 months, it would lose 25% of its capital or more, while the DARWIN would lose 10% or more of its capital, 1 month out of every 20.