Equity Systematic - Risk Return Profile

Equity Systematic
Market risk 0 - 500% equity exposure
Instruments Equity index and volatility futures contracts globally
Focus Investment approach combines quantitative capital market research with concepts from Behavioral Finance
Target return Historical returns 20% p.a. since 2008
Volatility Historical volatility 17% p.a. since 2008
Benchmark CS Hedge Fund Index
Liquidity Monthly

Portfolio Manager

Crossbow Equity Systematic Solution - Alpjen Fund

Performance in USD