Investment Objective
The fund uses nine low-correlation investment strategies to provide dynamic exposure to multiple asset classes, within a universe consisting of a subset of equities, fixed income securities and currencies. The fund will implement the different strategies through pair trades, which combine a long position that is offset by a short position. Over time, the fund is aiming at building a market neutral portfolio. The product employs strict risk management guidelines with focus on risk-adjusted returns. It thereby offers investors a highly diversified portfolio with a high level of downside risk protection and a target return of 1 month Euribor + 7%.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.5 | 1.0 | 0.1 | 0.8 | 0.6 | 0.2 | 0.6 | 0.7 | 0.1 | 0.7 | 0.3 | 0.7 | 0.4 | |
| 2019 | 0.4 | 0.4 | 0.9 | 0.3 | 0.4 | 0.5 | 0.6 | 0.4 | 0.5 | 0.0 | 0.2 | 0.9 | 0.8 |
