Investment Objective
The Fund employs a proprietary trend following strategy that trades a range of UCITS compliant financial futures. It currently trades in 36 global markets encompassing foreign exchange, stock indices and government bonds. A new pure UCITS strategy was introduced in February 2014, as part of which commodities were removed and FX cross rates introduced in their place. The fund targets an annualised 15% volatility. This is a long term target and the Fund is expected to fluctuate around this target in the short term.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.8 | 0.6 | 0.7 | 0.6 | 0.5 | 0.1 | 0.7 | 0.1 | 0.7 | 0.6 | 0.9 | 0.3 | 1.0 | |
| 2022 | 0.3 | 0.7 | 0.1 | 0.3 | 0.9 | 0.4 | 0.3 | 0.8 | 0.9 | 0.7 | 0.9 | 0.7 | 0.3 |
