Summary

The FTC Global Diversified primarily invests in a diversified portfolio of exchange-traded futures contracts in all asset classes (equity indices, interest rates, bonds, currencies and commodities) through certificates. In each market the fund can benefit from both rising and falling prices (due to long or short positions). The certificates used import our purely systematic multi-strategy of medium- to long-term trend following (momentum), short-term trading and statistical arbitrage models on a broad investment universe.