CFM Stratus Feeder Limited - Class B Shares (USD 1x Leverage) Fonds

So investiert der CFM Stratus Feeder Limited - Class B Shares (USD 1x Leverage) Fonds: Launched in 2003, Stratus is a quantitative systematic trading program representing the summation of CFM’s research and market and execution experience accumulated since 1991. The program seeks to be diversified by systematically applying a wide collection of orthogonal statistical modelling approaches to a large, a priori liquid, investment universe. Stratus invests in several quantitative systematic alpha strategies, developed by CFM, which includes directional trading, intraday trading, directional volatility, statistical arbitrage and volatility arbitrage components. Stratus benefits from portfolio diversification, which results in a better Sharpe ratio than that of its underlying quantitative strategies. Stratus’ investment objective is to achieve consistent, superior returns, in multiple market conditions, whilst seeking a risk profile that is less volatile than traditional market indices. Program trades in a variety of financial instruments including securities, options, futures, foreign exchange and commodities as well as derivatives on all the foregoing. The fund seeks to be diversified: the investment philosophy is to systematically apply a wide collection of orthogonal statistical modelling approaches to a large, a priori liquid, investment universe. Stratus invests its assets in several uncorrelated quantitative and systematic strategies advised by CFM. Stratus benefits from some portfolio diversification, which results in a better Sharpe ratio than any of its single underlying quantitative strategies.