Investment Objective
The Fund aims to achieve its objective primarily through a flexible and liquid multi-strategy approach. Depending on market conditions, capital is generally distributed across different investment strategies. These strategies can be implemented in a rule-based and discretionary manner.
Latest Meeting Note
Meeting Note 15 Oct 2025
The Resonanz Jazz Multi-Strategy Fund combines quantitative strategies (QIS) and specialist hedge fund strategies within a rules-based investment process, where risk is allocated according to explicit risk budgets to achieve a combinatio...
The Resonanz Jazz Multi-Strategy Fund combines quantitative strategies (QIS) and specialist hedge fund strategies within a rules-based investment process, where risk is allocated according to explicit risk budgets to achieve a combination of independent return streams. The final portfolio typically comprises 30–40 strategies, with up to 40% allocated to specialist hedge fund managers. The allocation to QIS, which represent the bulk of the portfolio, is implemented via total return swaps. The portfolio’s typical gross exposure ranges between 250% and 300%.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.6 | 1.0 | 0.3 | 0.5 | 0.7 | 0.2 | 0.3 | 0.3 | 0.3 | 0.4 | 0.5 | 0.9 | 0.6 | |
| 2024 | 0.8 | 0.3 | 0.6 | 0.3 | 1.0 | 0.9 | 0.1 | 0.0 | 0.1 | 0.1 | 0.9 | 0.5 | 0.8 |
