FORT Global UCITS Trend

Investment Objective

The investment objective of the Fund is to provide absolute rates of return and reduced volatility of returns over the medium to long term. FORT Global Trend combines 80 different momentum and trend signals with an average holding period ranging from 2-8 weeks. Indicators include a wide range of directional signals including moving-averages,breakouts, regressions, momentum and more across a wide spectrum of trading speeds. Major global financial futures contracts across equity indices, interest rates, government bonds, and currencies are traded. The fund dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices based on FORT’s Bayesian riskweighting methodology.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.1 0.2 0.2 0.8 0.5 0.8 0.7 0.3 0.2 0.9 0.4 0.4 0.5
2020 0.3 0.9 0.3 0.7 0.7 0.9 0.9 1.0 0.2 0.3 0.6 0.4 0.8

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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.