Cyril Systematic UCITS

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 0.7 1.0 0.3 0.8 1.0 0.3 0.3 0.3 0.7 0.3 0.3 0.2 0.7
2022 0.3 0.6 0.7 0.1 0.6 0.7 0.6 0.2 0.5 0.9 0.6 0.7 0.9

or Register for Free

  • Gain access to comprehensive data and information regarding alternative UCITS funds
  • Keep track of performance, flows, and fees trends
  • Access the latest thematic research written by our team of expert in-house analysts
Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.