The Fulcrum Multi Asset Trend Fund seeks to deliver positive returns throughout the economic cycle, employing a 100% systematic approach to investing. It aims to offer long-run uncorrelated returns to traditional asset classes such as bonds and equities. It is constructed to have no structural directional bias to any asset class in order to maximise the opportunity set and to extract returns independently of directional biases.
The Fund is constructed to exploit the benefits of diversification by investing across a very broad set of asset classes ranging from commodities, equity indices, currencies, bonds, interest rate swaps, credit indices and equity volatility futures, with some of these also based on emerging markets.
Fulcrum’s Multi Asset Trend Fund benefits from the robust macro-driven research infrastructure at the firm, combined with a real world, pragmatic approach to portfolio construction and is applied through a highly experienced team.
- A Truly Multi-Asset Approach: trading exchange traded products as well as OTC markets such as liquid CDS indices and IRS across fixed income, currencies, commodities, credit, equity indices and equity volatility
- Transparency: we offer a very high level of transparency to investors
- One Speed: we believe a medium-term trend follower is the optimum way to harness the benefits of trend
- Experience: successfully managing the Trend strategy for over 10 years
- Flat Fee: we believe you should be able to access all the benefits of trend following in a flat fee vehicle
- An Aggressive Research Agenda: we believe the choice is clear – evolve the strategy or fall behind
Idea Generation (the Why)
Proof of Concept (the How)
Review by Investment Committee
Implementation into the Fund
The Fulcrum Systematic Team is lucky enough to have close collaborative links with some of the most prestigious Financial Research Universities and Forums around the world. We participate in and benefit from many of their working groups and conferences. We find this very helpful in the evolution of our products.
Phil Strother joined Fulcrum in 2015. He heads up the Portfolio Engineering team and is co-portfolio manager on the Fulcrum Multi-Asset Trend Fund and the Fulcrum Risk Premia Fund. With over 20 years’ investment experience, Phil has previously worked at AHL, COMAC Capital, JPMorgan and BNP Paribas. Phil holds a Ph.D. in Physics from Imperial College London and an M.Sc. in Finance from the London Business School.
If you have any questions, do contact us and we would be happy to have a chat.
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