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.