Strategy
The strategy aims to generate absolute returns through high conviction directional and non-directional multi volatility strategy trading ideas across asset classes such as equities, fixed income, commodities and currencies, by buying and selling derivative instruments.
Portfolio
The composition of the diversified portfolio consists of European Union Bills 1-3months and short term money market instruments of maximal 90 days duration and of high conviction derivatives trading ideas.
Systematic Alpha Overlay
The strategy is derived from equity, fixed income commodities and forex volatilities. The quantitative investment process and integrated strict risk management approach with stop loss limits on single trading ideas targets an absolute return payout for investors.
Data Update: February 2025
At a Glance
| ISIN | LU2863660747 |
| Ticker | EMCFRSC LX |
| WKN | A40JFK |
| Fund Domicile | Luxembourg |
| Fund Inception Date | 25.09.2024 |
| Fund / ShareClass CCY | EUR / CHF |
| Distribution | Accumulating |
| Fiscal Year End | 31.12. |
| Liquidity / Cut Off | Weekly, Wednesday 16:00 CET |
| Investment Manager | EMCORE Asset Management AG, Switzerland |
| Administrator | Universal Investment-Luxemburg S.A. Luxembourg |
| Custodian | Brown Brothers Harriman S.C.A., Luxembourg |
| Management Fee | - |
| Performance Fee | 20% |
| Hurdle Index | Highwater Mark / Hurdle Index: FTSE CHF 3M Eurodeposit |
| Administration, Custodian and Other Fees (exp.)* |
0.27% |
| TER without Perf Fee (exp.)* | 0.51% |
*) The ongoing costs can fluctuate from year to year based on fund size and transactions
Key Figures
| Return since Inception | -3.53% |
| Return p.a. | - |
| Volatility | - |
| Maximum Drawdown | - |
Portfolio Key Data
| Cash | Bonds | Equities | Options | Futures | |
|---|---|---|---|---|---|
| Weighting | 23.37% | 80.64% | - | -4.01% | - |
| Credit Quality | - | AA+ | - | - | - |
| Days to Expiration | - | - | - | 70.17 | - |
| Yield to Maturity | - | 2.21% | - | - | - |
| Duration | - | 0.09 | - | - | - |
| Portfolio Vega | - | - | - | -148'595 | - |
| Portfolio Theta | - | - | - | 10'755 | - |
Under the new ESMA rules, funds based in the EU are not allowed to report performance returns of less than 12 months
Ratings
Maturity
Sector Bonds
Share Classes Overview
| EMCORE RAIF FCP Systematic Alpha | Factsheets | ||
|---|---|---|---|
| EMCORE RAIF FCP Systematic Alpha EUR-Y | EUR | LU2881610971 | ENG DEU |
| EMCORE RAIF FCP Systematic Alpha EUR | EUR | LU2863660663 | ENG DEU |
| EMCORE RAIF FCP Systematic Alpha CHF | CHF | LU2863660747 | ENG DEU |
| EMCORE RAIF FCP Systematic Alpha USD | USD | LU2863660820 | ENG DEU |