Bantleon Diversified Markets

Investment Objective

Bantleon Diversified Markets is a UCITS managed futures fund that invests in a globally diversified multi-asset universe of equity, bonds, currencies and commodities. The fund can benefit from both rising and falling prices via long and short positions in any individual market and employs a proprietary algorithm that identifies investment opportunities across the different asset classes and instruments. The basis for signal generation is a set of proven technical, fundamental and macro models. The algorithm targets an ex-ante volatility 10% and allocates to the different asset classes accordingly. The spot portfolio consists of high-quality government bonds – generally short-dated US Treasuries – that serve to hedge the futures contracts.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.7 0.8 0.0 0.7 0.5 0.1 0.1 0.7 0.6 0.9 0.7 0.1 0.6
2020 0.9 0.1 1.0 0.4 0.7 0.0 0.1 0.1 0.4 0.3 0.7 0.0 0.1

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