Fulcrum Multi Asset Trend Fund

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... Read more

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
2022 0.8 1.0 0.5 0.0 0.7 0.8 0.4 0.9 0.0 0.9 0.1 0.6 0.1
2021 0.5 0.6 0.2 0.3 0.6 0.6 0.3 0.9 0.9 0.6 0.0 0.3 0.2

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close 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.