Fulcrum Multi Asset Trend Class C GBP

The Sub-Fund seeks to generate long term capital appreciation in the value of its assets by gaining exposure to certain trends through the use of systematic trading strategies that seek to primarily invest in liquid assets. The Sub-Fund is a quantitative fund with investment decisions being based on price trends across markets. The Sub-Fund employs a number of quantitative models to analyse the momentum and volatility of assets in order to extract price forecasts and to determine positioning. The strategy seeks to establish a diversified portfolio of long and short positions exploiting trends in the currency, equity, commodity indices, and fixed income markets.