Investment Objective
The Fund adopts a systematic approach to investing in global futures markets. Multiple trend detection techniques are employed, over multiple time horizons to a diverse basket of futures markets. Risk is equalised across all contracts through the use of real time volatility measures. A dynamic risk management tool also analyzes risk factors such as rising correlations and reversal risk at the portfolio level. The average holding period of the Fund is approximately two weeks. The Fund provides for daily liquidity. The Fund was converted to a UCITS structure in June 2011.
Reference Index
EONIA
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.5 | 0.4 | 0.7 | 0.7 | 0.4 | 0.6 | 0.6 | 0.1 | 0.2 | 0.1 | 0.5 | 1.0 | 0.9 | |
| 2022 | 0.7 | 0.5 | 0.3 | 0.1 | 0.1 | 0.2 | 0.2 | 0.4 | 0.6 | 0.3 | 0.5 | 0.3 | 0.3 |
