Uni-Global - Cross Asset Trend Follower

The sub-fund seeks to build a portfolio offering the best possible ratio of absolute return to risk. To achieve this objective, the sub-fund implements a systematic strategy that monitors trends of a diverse range of asset classes, with no geographical, sector, currency or market restrictions, while controlling the global portfolio risk. The sub-fund is invested (directly or via derivatives) according to an approach that involves taking long positions in assets with a positive trend, and short positions in assets with a negative trend, so as to profit from both bull and bear markets. The notion of a positive or negative trend is based on proprietary indicators linked to past performance of assets in the portfolio, and estimated based on various time periods (short to intermediate). Depending on the prevalent market context, the portfolio may not be invested in all asset classes of the investment universe at all times.