IMMS
FundFront Icon MoSAIQ Max Sharpe 2016-12-31 - 2022-09-30
$1160.77 0.38%
Value based on initial investment of $10,000
Source: January 2017 to July 2019 monthly returns net of fees for IMMS strategy provided by Icon Asset Management AG. From August 2019 to January 2022 monthly returns net of fees provided by NAV Consulting Inc. Since February 2022 monthly returns net of all fees for IMMS Certificate provided by FundFront Ltd. Past performance is no guarantee of future results. This material is not a solicitation of any offer to buy or sell any security or other financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
Performance
Total return (%) 2016-12-31 - 2022-09-30
MTD 3M YTD 1Y 3Y 5Y Incept.
2.2 10.1 12.7 12.9 111.2 178.5 222.9
Source: January 2017 to July 2019 monthly returns net of fees for IMMS strategy provided by Icon Asset Management AG. From August 2019 to January 2022 monthly returns net of fees provided by NAV Consulting Inc. Since February 2022 monthly returns net of all fees for IMMS Certificate provided by FundFront Ltd. Past performance is no guarantee of future results. This material is not a solicitation of any offer to buy or sell any security or other financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
Sharpe Ratio 1.5
Sortino Ratio 2.9
Calmar Ratio 2.2
Volatility 14.2%
Positive Months 68%
Maximum Drawdown -10.4%
Best Month 10.2%
Worst Month -10.4%
About IMMS
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
Strategy Manager Icon Asset Management
Regulated by FINMA
Headquarters Zurich, Switzerland
AUM $70 mln
Elias Nechachby Chief Investment Officer
Manjeet Mudan Portfolio Manager
Martin Vestergaard Portfolio Manager
Features
5-year track record
Low correlation to equity markets
High returns relative to drawdowns
Embedded market hedging
Key Facts
Issue Price USD 1,000
Denomination 1
Minimum Trade Size 10
Maturity Date Open Ended
Base Currency USD
Liquidity Daily
Issuer FFS Issuance PCC Limited
Distributor FundFront
ISIN CH1150937931
Bloomberg BV003405
Valoren 1150937931
Management Fee 2%
Administration Fee 0.5%
Performance Fee 20%
Type Actively Managed
Advisor Icon Asset Management
Performance Attributes
Contact
FundFront Ltd Investor Relations
Email
Call
Disclaimer This financial promotion is issued by FundFront Ltd. which is an Appointed Representative of Brooklands Fund Management Limited which is authorised and regulated by the Financial Conduct Authority (“FCA”). This document is only made available to professional clients and eligible counterparties as defined by the FCA and also to persons of a kind to whom FundFront Ltd. may lawfully be promoted by an authorised person by virtue of Section 238(5) of the Financial Services and Markets Act 2000, the Financial Services and Markets Act 2000 (Exemption) Order 2001 and COBS 4.12.1R. The investment opportunities described in this document should be regarded as high risk investments which are only suitable for investment by relevant persons who can afford to lose their entire investment. Before entering into any transaction relating to a fund or investment mentioned in this document, an investor should take steps to ensure that all the risks are fully and completely understood and whether the investment suits the objectives and circumstances, including the possible risks and benefits of entering into such a transaction. An investor should also seek independent advice on the nature and risks associated therein. Past performance is not indicative of future results. The value of your investment may go down as well as up, and you may not receive upon redemption the full amount of your original investment. Participation in the investment opportunities should only be made by persons with experience of participating in unregulated schemes and any other person who receives this document should not rely upon it. This document is strictly confidential and may not be copied or distributed by the recipient. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this document which is issued for information purposes only and is not intended as a solicitation to invest. No reliance may be placed for any purpose on the information and opinions contained in this document, nor do they constitute investment advice. Any investment must be made solely on the basis of the confidential information memorandum issued for the purpose. This document is not for distribution in any jurisdiction where such distribution would be unlawful. The recipient of this document warrants that he or it is able to receive this document without breaching or causing FundFront Ltd. or its advisers or any of their directors to breach any relevant laws or regulations and, as a condition of accepting this document, agrees with the restrictions set out in this Notice.
Radar chart methodology
• 4 aspects of performance are evaluated on a standardised basis 
• Threshold ranges are used to determine how the strategy ranks in each category
• The lower the number ranking, the stronger the strategy is in that particular category       
            
Category Profitability Stability Consistency Control
Measure used Annualised return Annualised volatility Monthly win rate Maximum drawdown
1 >25% <=0.5% >70% <= 2.5%
2 20 - 25% 0.5 - 2% 65 - 70% 2.5 - 5%
3 15 - 20% 2 - 5% 60 - 65% 5 - 10%
4 10 - 15% 5 - 10% 55 - 60% 10 - 20%
5 5 - 10% 10 - 15% 50 - 55% 20 - 30%
6 0 - 5% 15 - 25% 45 - 50% 30 - 40%
7 <= 0% >25% <= 45% >40%
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IMMS
Units
Minimum units 10
Indicative unit price $1160.77
Indicative value -