Investment Objective
The objective of this fund is to beat the HFRX Global Hedge Fund Index. The fund is actively managed and the benchmark HFRX Global Hedge Fund is not used for portfolio construction but for performance measurement purposes only. This index is composed of funds that typically aim to provide positive returns irrespective of market conditions (hedge funds). This is implement without actually investing in hedge funds. The fund invests in multiple markets, for instance: fixed income, shares and currencies. Decisions to buy or sell assets are fully based on signals generated by mathematical models, which should detect which markets drive the performance of hedge funds at a certain moment. The calculations of the model are repeated monthly, where all investments are monitored on a daily basis.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.4 | 0.9 | 0.5 | 0.6 | 0.1 | 0.1 | 0.2 | 0.1 | 0.8 | 0.8 | 0.4 | 0.8 | 0.9 | |
| 2022 | 0.5 | 0.8 | 0.3 | 0.1 | 0.3 | 0.4 | 0.3 | 0.2 | 0.8 | 0.8 | 0.7 | 0.3 | 1.0 |
