Investment Objective
The investment objective of ASG Managed Futures Fund is to seek positive absolute returns over time. The Fund will seek to achieve this investment objective primarily by taking long and short exposures to permitted assets whilst also seeking to manage volatility on an annualised basis. The funds proprietary models are designed to identify trends across multiple time horizons and actively adapt to changing market conditions.
Reference Index
Credit Suisse Managed Futures Liquid Index, SG Trend Index
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.9 | 0.4 | 0.3 | 0.4 | 0.5 | 0.3 | 0.8 | 0.8 | 1.0 | 0.4 | 0.6 | 0.8 | 0.3 | |
| 2021 | 1.0 | 0.4 | 0.4 | 0.3 | 0.0 | 0.6 | 0.2 | 0.9 | 0.5 | 0.9 | 1.0 | 0.5 | 0.8 |
