Investment Objective
The Lyxor Epsilon Global Trend Fund (advised by Metori Capital Management) is a systematic, price-driven, pure-play trend following strategy. Its objective is to tactically capture up and down trends in global financial markets (currencies, equities, bonds, interest rates) by trading listed futures contracts. The underlying model is statistical, combines medium to long-term trends with short-term volatilities and correlations, and limits instabilities and turnover. It aims to designed to provide uncorrelated returns while handling market regime shifts and trendless periods.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.1 | 0.0 | 0.4 | 0.2 | 0.6 | 0.0 | 0.5 | 0.2 | 0.7 | 0.7 | 0.0 | 0.3 | 1.0 | |
| 2020 | 0.4 | 0.0 | 0.1 | 0.0 | 0.3 | 0.6 | 0.0 | 0.1 | 0.8 | 1.0 | 0.4 | 0.9 | 0.3 |
