ecamos Global Bond Fund - UCITS

Investment strategy and objective
The ecamos Global Bond Fund - UCITS combines four proprietary, purely systematic, coordinated sub-strategies. The four individual sub-strategies, namely trend following, base rates, options trading and mean reversion, complement each other in their orientation and are optimally coordinated to generate the most stable performance possible in all market situations. The sub-strategies are equally weighted and supported by constant hedging positions to stabilise and avoid major losses. The quantitative investment approach is implemented by investing directly or through derivatives in global interest rate markets as well as in government bonds, taking into account several factors such as price fluctuations, volatility, correlations and active duration adjustments. The program aims for a negative or at most very low correlation to equities, so that it can be used as a bond substitute to effectively hedge against equity risks. The program aims at an annual return of approximately 2-4% p.a. with a target volatility of approximately 6-7% p.a..