Investment Objective
The investment objective of the Portfolio is to seek returns from persistent price trends in multiple asset classes and markets. The Portfolio aims to systematically measure the direction and strength of price trends and invest short, via financial derivatives only, or long, accordingly.
Reference Index
3M USD LIBOR
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.5 | 0.4 | 0.2 | 0.1 | 0.0 | 1.0 | 0.8 | 0.8 | 0.0 | 0.5 | 0.7 | 0.6 | 0.2 | |
| 2022 | 0.2 | 0.5 | 1.0 | 0.8 | 0.3 | 0.8 | 0.2 | 0.8 | 0.8 | 0.6 | 0.0 | 0.8 | 0.2 |
