IMMS FundFront Icon MoSAIQ Max Sharpe 2022-09-30
$1160.77 0.38%
Annualised return 22.6%
Avg monthly return 1.8%
Positive months 68%

Icon MoSAIQ Max Sharpe seeks to achieve long-term positive absolute returns in all market conditions while maximising the Sharpe ratio and minimising expected drawdowns to 11%. Icon MoSAIQ employs genetic algorithms and artificial intelligence to enable its models to keep their statistical edge over time. Using proprietary modelling based on behavioral finance as a core paradigm, Icon MoSAIQ builds a portfolio of highly liquid US large cap stocks that seeks to outperform its equity market benchmark by 5% to 10% annually on average, providing performance during bull market cycles. In order to turn the product into an ‘all weather’ strategy that can remain resilient throughout market cycles, the portfolio is complimented with hedge components that draw on the same paradigm and tools. This includes: 1. An option insurance strategy which seeks to create positive convexity and provide tail protection during risk off markets 2. A liquid, timed equity market futures component which seeks to detect shifts in market regimes 3. A long/short volatility futures programme to provide additional alpha, particularly in flat market environments

Open Ended