Minimum Investment
EUR 1,000,000
Management Fee 2.00%
Performance Fee 20.00%


The Portfolio Concept Global Systematic strategy is a purely systematic diversified managed futures program. The quantitative approach seeks to capitalize from price changes of various equity markets and selected bond and commodity markets in both bull and bear market scenarios. The portfolio compromises of various trading models which are rather short term oriented. The models include intra-day trading, intra-week trading, seasonal patterns and mid-term trend-following/ mean-reversion applied on multiple markets and different time frames. The trading models apply filters that reduce draw-downs and make the portfolio more stable in every market phase. The program’s combination of models and markets make the strategy unique and are the key factor for the robustness of the portfolio. The portfolio management uses sophisticated and proven risk management control tools. In addition each market position has a corresponding stop-loss order. Since inception the strategy has proven successful and robust returns even in challenging market periods that offer a good diversification not only to traditional investments, but also to other CTA strategies and Alternative Investments. PLEASE NOTE: PERFORMANCE PRIOR 09/2014 REPRESENTS RETURNS FROM A PROPRIETORY ACCOUNT (PRO FORMA ADJUSTED FOR MANAGEMENT AND PERFORMANCE FEES). PERFORMANCE STARTING 09/2014 PRESENT CLIENT TRADING. 4.7 Exempt - QEP or Non-US Investors Only