Investment Objective
Lemanik Flex Quantitative HR6 is an active flexible fund of funds. In order to diversify the risks, the fund uses multiple investment strategies with a quantitative approach. Each portion of the assets is allocated to a specific strategy based on its expected risk and return with a medium term view of typically 36 months. The investment strategy aims to maximize the absolute performance and is not linked to any specific benchmark. Therefore, a risk return parameter (daily VAR, calculated on 12 months with a 95% confidence interval) is preferred compared to a traditional benchmark.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.9 | 0.9 | 0.5 | 0.4 | 0.9 | 0.5 | 0.2 | 0.2 | 1.0 | 0.5 | 0.2 | 0.3 | 0.2 | |
| 2022 | 0.5 | 0.1 | 0.0 | 0.6 | 0.2 | 0.2 | 1.0 | 0.7 | 0.9 | 0.2 | 0.0 | 0.4 | 0.4 |
