Tulip Trend Fund UCITS

Investment Objective

The Tulip Trend Fund UCITS is an open-end UCITS compliant fund domiciled in Ireland. It provides access to directional trading strategies across a highly diversified global portfolio of futures and forwards. Based on quantitative analysis of price behaviour, buy and sell signals are generated in order to participate in a systematic, pre-defined and dynamic way in market movements. The underlying strategy is trend following in nature and has historically generated strong returns in trending markets, while it has suffered during choppy and trendless periods. The fund can be long, short or neutral in every market traded.

Reference Index

Barccta Index

Latest Meeting Note

Meeting 18 Nov 2021

The Tulip Trend fund launched in UCITS format in 2018 (previously run in a Cayman structure) and is managed by Transtrend, a leading CTA firm founded in 1991 whose investment approach is rooted in commodity trading. The firm is based in ... Read more

The Tulip Trend fund launched in UCITS format in 2018 (previously run in a Cayman structure) and is managed by Transtrend, a leading CTA firm founded in 1991 whose investment approach is rooted in commodity trading. The firm is based in Rotterdam and currently manages $5.3bn into one strategy (Diversified Trend Program, “DTP”), leveraging an experienced team of 70 professionals. The program is a systematic medium-term trend following strategy investing across a highly diversified global multi asset portfolio of futures, forwards and swaps, trading a variety of traditional markets (commodities, equities, bonds, currencies), alternative markets such as electricity, emission rights, and synthetic market combinations (c. 40% risk allocation) such as commodity spreads and cross-sectional “hybrid” market combinations. The current investment universe of DTP consists of more than 700 markets. The strategy focuses on the underlying (real-world) factors that drive markets, and as such employs a holistic approach to trend identification. The strategy utilizes four families of trend systems which are fuelled by prices set in the individual markets they trade: Enhanced breakout, Risk premium, Return-to-trend, Term structure. The trend risk framework enables the fund to have sizable positions in different trends, with a balanced risk allocation across the factors driving these trends.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.8 0.7 0.3 0.6 0.3 0.8 0.3 0.6 0.0 0.2 0.6 0.1 0.5
2019 0.7 0.6 0.7 0.0 0.3 0.7 0.3 0.6 0.8 0.8 0.6 0.2 0.6

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.