smn Diversified Futures Fund (i14)
The smn Diversified Futures Fund is a fully systematic long-term Managed Futures Fund (CTA) capitalizing on market divergences in a broad range of global futures markets. The systems investment and risk management decisions are based on market directionality, inter market relationships, volatilities, long and short term market/position correlations and the overall risk regime. The funds main differences to a standard long term trend following approach are:
- Focus on maximum level of diversification. Meaningful exposure to smaller markets, commodities and synthetic markets
- Active reduction of portfolio risk concentrations through the use of short term correlation data
- Dynamic Risk budgeting based on the overall market risk regime
Performance data are derived from the real net performance figures of the share category “1996” and are adjusted by the fee schedule of the share category “i14” from Nov 01, 1996 until January 30, 2015. Starting from inception of the share category (January 31, 2015) the performance data are based on a real figures.