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FORT Global UCITS Diversified B EUR Acc

Ranked 47 out of 92 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Yves Balcer

Yves Balcer is a co-founder of FORT Investment Llc. Prior to FORT, he was a senior manager of investment at the World Bank. During his tenure at the World Bank, Yves served, at various times, as senior manager for the North American, European, and Asian portfolios, where he managed teams of professional traders overseeing over $20 billion in fixed income assets. Yves holds a PhD in economics and finance from the Massachusetts Institute of Technology, a PhD in operations research and a MS in statistics from Stanford University, and a MS in mathematics from the Université de Montréal in Canada. Yves was a professor of economics at the University of Wisconsin and has authored more than twenty-five articles on finance and economics published in professional journals.

Sanjiv Kumar

Sanjiv Kumar is a co-founder of FORT Investment Llc. Prior to launching FORT in 1993, he served as a senior manager of investment at the World Bank. During his tenure at the World Bank, Sanjiv managed large fixed income portfolios in all the major currencies. At the time of his departure, he was responsible for investing $10 billion in US and Canadian dollar securities. Prior to joining the World Bank, Sanjiv was vice president of Free Market Inc., a Chicago-based economic and financial advisory firm for institutional money managers. Sanjiv holds a PhD in economics from the University of Chicago and a BA in mathematics from the University of Delhi in India.

Objective

The investment objective of the Fund is to provide absolute rates of return and reduced volatility of returns over the medium to long term. The investment strategy of the Investment Manager is based on its proprietary trading programme ("Global Diversified") which currently has two elements: an actively managed portfolio of a broad spectrum of futures contracts, traded on recognised exchanges, in order to gain exposure to underlying assets, (the managed futures strategy) and an actively managed portfolio of equities hedged with stock index futures contracts, each traded on recognised exchanges (the equity market neutral strategy).

Showing fund performance in Portugal View performance globally

Performance

Multi Strategy over : 31/10/2016 - 31/10/2017
  • Rank 47/92 Total Return
  • Rank 83/92 Standard Deviation
  • Rank 75/92 Max Drawdown
Fund Name Currency Loss
73 Kalahari, FI EUR

-4.0%

74 Cassiopeia UCITS C EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.1%

75 FORT Global UCITS Diversified B EUR Acc EUR

-4.6%

76 UBS O’Connor Oppnstic UCITS EUR Hdg P PF Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.7%

77 Hadron Alpha Select EUR EUR

-5.0%

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 0.8% 1.5% -1.9%
2016 6.5% 9.1% 2.1% 0.0% -4.3%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Germany
  4. Ireland
  5. Italy
  6. Luxembourg
  7. Netherlands
  8. Sweden
  9. Switzerland
  10. United Kingdom

Fund Info

  • Launch date21/10/2015
  • Share Class size156Mn
  • Base currencyEUR
  • ISIN IE00BXDZF412

Purchase Info

  • Min. initial investment100Mn
  • Min. regular additional investment0

Charges

  • Annual management1.00%
  • Initial investment0

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).