Quant Chameleon is a bottom-up strategy 100% based on data. It’s able to adapt to markets by increasing its participation in bullish markets while turning to safe-haven assets on downtrends.
Besides its innate risk control mechanism (adaptation), Quant Chameleon deploys additional risk control measures through volatility limits and a loss-prevention mechanism. The latter will be activated when drawdown reaches a predetermined level.
This sophisticated quant methodology makes the most of fund’s universe richness. It selects best opportunities regarding momentum, controlling individual and combined risk at the same time by analysing their correlations. Through an optimised process, historical stronger survivors are selected out of more than 28.000 funds to form the universe. Thus, the strategy profits from each fund’s manager expertise and way of seeking alpha.
Based on 4 simultaneous parameters:
Consistent long-term returns.
Focused on losing the least to win the most.
Higher odds of winning than of losing
EXPOSURE EVOLUTION ACCUMULATED PERFORMANCE
With a 95% of confidence level.
MAX. RUN UP