MontLake Tiber Diversified UCITS

Investment Objective

The Tiber Diversified Program trades several of the most liquid exchange traded futures markets using different algorithms with a fully systematic execution. Average holding period of about 4.5 days. The Program is traded with multiple strategies including mean reversion, volatility breakout, pattern recognition and momentum and tactical trend strategies.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.4 0.9 0.3 0.5 0.4 0.9 0.5 0.6 0.5 0.6 0.9 0.7 0.9
2018 0.2 0.0 0.6 0.4 0.0 0.2 0.3 0.7 0.4 0.0 0.9 0.4 0.8

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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.