Fulcrum Multi Asset Trend Fund (MAT)

A pure play, medium-term, trend following fund, investing in a truly globally diversified and broad spectrum of underlying assets.

INVESTMENT OBJECTIVES

POSITIVE
ABSOLUTE RETURNS
10-14%
target volatility

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Introduction

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.

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Fund Centre

See detailed information about this fund in the Fund Centre.

Key Literature

Factsheet

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Fund Brochure

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Contact

If you have any questions, do contact us and we would be happy to have a chat.

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Investment Universe

Equities

  • Australia
  • Japan
  • Brazil
  • Canada
  • China
  • EU
  • Hong Kong
  • Korea
  • Singapore
  • United Kingdom
  • USA

Fixed Income

  • Australia
  • Hungary
  • Canada
  • Mexico
  • EU
  • Hong Kong
  • Korea
  • Singapore
  • United Kingdom
  • USA

Currencies

  • Australia
  • Japan
  • Brazil
  • Canada
  • Russia
  • EU
  • Switzerland
  • Korea
  • Singapore
  • United Kingdom
  • USA

Commodities

  • Energy
  • Emissions
  • Soft Commodities
  • Precious Metals
  • LME Metals
  • European Energy
  • Grains
  • Meats

Volatility

  • EU
  • USA

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Key Differentiators

  • 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

Investment Philosophy

We have a collegiate approach to the academic and practical research around Risk Premia and implement the findings in a liquid format with a strictly systematic approach and a high level of transparency. Taking advantage of our distinguished position of being an asset manager with a sophisticated, experienced and well-regarded macroeconomic research capability, we combine this with our systematic research and use the strength of this collaboration to produce market-leading solutions for clients that help them diversify portfolios.

Collaborating

Leveraging Fulcrum's Capabilities

The Team draws on the investment capabilities of Fulcrum’s deep resource of investment professionals, from both the discretionary as well as the systematic side of the business. 

Temple

Macro &
Multi-Asset

Three Gears

Risk Premia

Shield

Alternative
Solutions

Connection to web

Thematic
Equities

Worldwide

Responsible
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The Team

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.

Panos Defas
Panos Dafas
Head of Systematic Research
Panos Defas
Panos Dafas
Head of Systematic Research
Philip Strother
Philip Strother
Head of Portfolio Engineering
Philip Strother
Philip Strother
Head of Portfolio Engineering

Contact Us

If you have any questions, do contact us and we would be happy to have a chat.