Summary

Aquantum Global Systematic (I) is a Luxembourg-registered UCITS fund offering investors access to the performance of Aquantum‘s AGS Program. Featuring a 12% p.a. volatility target, it combines a number of uncorrelated trading systems with the aim of generating attractive risk-adjusted returns net of costs and fees. The Fund‘s performance is primarily driven by pattern recognition and short-term breakout models, enabling the Fund to produce positive returns in both trending and non-trending market environments. As a result, the returns of the Fund should be uncorrelated to the returns of other asset classes, including other CTAs. The Fund, whose investment process is surrounded and controlled by a set of rigorous risk management rules, may trade in a diverse list of futures contracts from sectors such as equities, bonds, currencies, and interest rates. Commodity markets are excluded from the fund. Since the Fund is not concentrated in long-term trend following strategies, the holding period per trade is comparatively short, averaging 8-9 days. Because many parts of the investment strategy are execution intensive, Aquantum employs proprietary execution algorithms to reduce slippage and improve the overall trade implementation process.