Anlageziel CdR Systematic Absolute Return Fund Class C USD Acc Fonds

The fund is a systematic multi-asset long/ short strategy targeting a volatility of 6-12%, a Sharpe of +0.7 and low correlation to risky assets. It trades across the four main premia in developed markets (Momentum / Trend Following, Value, Carry and Volatility), as well as more niche areas such as Emerging Markets, Esoteric Markets (particularly in Commodities), Volatility, etc. The investment philosophy centres around diversification across multiple dimensions (e.g. universe, instruments, model parameterisation etc), while the portfolio construction process extracts additional value by focusing on the tail risk. Trading efficiency and an integrated approach between modelling and execution is key.