Investment Objective
The Fulcrum Multi Asset Trend Fund aims to achieve long term appreciation in the value of its assets by gaining exposure to certain trends through the use of systematic trading strategies that seek to primarily invest in liquid strategies. Fulcrum Multi Asset Trend is a quantitative fund, with trading decisions based on medium-term price trends. Investments are made within, but not restricted to, currency, equity, commodity and fixed income using a variety of futures, forwards, and swaps.
Latest Meeting Note
Meeting Note 16 May 2017
Fulcrum Multi Asset Trend is a direct carve out of the trend strategy within Fulcrum Alternative Beta Plus (FAB+) which has been run live since November 2007. It is also used as a strategy within Fulcrum’s flagship fund Fulcrum Diversif...
Fulcrum Multi Asset Trend is a direct carve out of the trend strategy within Fulcrum Alternative Beta Plus (FAB+) which has been run live since November 2007. It is also used as a strategy within Fulcrum’s flagship fund Fulcrum Diversified Absolute Return. The strategy uses a look back of approximately 3-4 months making this a medium-term trend follower. The strategy targets a volatility range of 10-14% with a long term realised volatility of 11.7% since launch as a UCITS fund. Whilst the strategy has not been managed in single fund format for as long as some of its competitors, the UCITS fund offers an interesting entry point for investors looking for a competitively priced pure trend following strategy with a reasonably high target volatility range. As such we award the fund a three star rating.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.0 | 0.3 | 0.1 | 0.0 | 0.6 | 0.6 | 0.5 | 0.1 | 0.7 | 0.9 | 0.7 | 0.2 | 0.8 | |
| 2023 | 0.9 | 0.9 | 0.4 | 1.0 | 0.8 | 0.9 | 0.0 | 1.0 | 0.6 | 0.5 | 0.3 | 0.2 | 0.6 |
