GaveKal Investments S.A.

Gavekal Dynamic Futures Euro Currency Fund

Minimum Investment
Management Fee 0.00%
Performance Fee 20.00%
Annualized Volatility 13.03%
Sharpe (RFR=1%) -0.73
CAROR -8.95%
Assets 33,420,000
Worst Drawdown -29.34
S&P Correlation 0.72


GaveKal Dynamic Futures uses a systematic process exclusively investing in equity index futures. The process is based on an enhanced Trend Following System (TFS) notably with a dynamic investment horizon (short-to-medium term). Moreover, it also includes a combination of additional proprietary components built to deal with the dynamic nature of the TFS. For instance, the Fund is able to handle reversals and trading ranges.