Estlander & Partners Freedom Fund UCITS UI

Overview

Fund Strategy Managed Futures
Fund Geography Global
Investment Advisor Estlander & Partners
Portfolio Manager Martin Estlander
Fund Currency EUR
Fund AUM €1.6m
Fund AUM (GBP) £1m
Fund AUM as of 20 April 2017
Fund Inception 18 October 2010
Fund Indices AH Managed Futures UCITS Index

Fund Objective

Estlander & Partners Freedom adopt a systematic trading approach to global and liquid futures and forward markets. Over 120 markets are traded in the programme, where price and fundamental information is used for decision making. The core parts of Freedom are trend following models. Return extraction is based on behavioural biases and cyclical risk premiums as well as changes in global economies. Here, models with holding periods from a few hours up to several months are combined. In the decision making process, data from the underlying market as well as related markets is used. Positions are both long and short.

Systematic Fundamental models take further advantage of non-price information in the decision making process. The models provide a diversifying return stream to the trend-following models. Systematic Macro take advantage of global capital flows based on economic trends and extract time-varying risk premia and value opportunities. Risk is balanced in the portfolio with Achilles risk management. It is a forward looking estimation of the worst case outcome (including correlation breakdowns) for each model.

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