Strategies
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

ISIN
CH1150937931
Maturity
Open Ended
Liquidity
Daily
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HACO FundFront Haven Cove 2022-09-30
993.31 -0.0%
Annualised return 6.2%
Avg monthly return 0.5%
Positive months 76%

Haven Cove is a specialist in Systematic European Liquid Credit & Equity Strategies. Haven Cove constructs and trades a variety of uncorrelated alpha capture opportunities that are diversified in opportunity set, repeatable & stable over the long-term, and can be managed within a prescriptive risk control framework. The Credit portfolio systematically targets a structural pricing dislocation in the CDS market, which is most pronounced & persistent in the European Investment Grade space (actuarial vs market spread). The core strategy isolates this in a manner that optimizes return (carry & theta), and minimises default risk & spread volatility. Instruments used are liquid European CDS index, as well as options over the index and tranches. The Equity portfolio consists of technical, quantamental and asymmetric systematic strategies which are designed to generate returns that are uncorrelated & additive to the Credit portfolio without adding marginal volatility. Signal generation uses both technical and fundamental datasets and includes event-filtering to ensure asymmetric situations are included alongside a more diversified, statistically driven, EU long/short portfolio.

ISIN
CH1168858178
Maturity
Open Ended
Liquidity
Monthly
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