The principal objective pursued by the Fund in respect of each cell of the Fund is capital appreciation within the risk profile, timeframe and other parameters established in the investment policy in respect of each cell of the Fund.
The cell`s purpose is the long-term appreciation of capital (measured in EUR) based on an actively managed portfolio of futures on equity indices tradable on the world’s leading derivatives exchanges such as CME, CBOT, Eurex, Euronext and others.
The aim is to optimize the proportion of a particular futures contract on equity index according to its liquidity, standard deviation and correlation with the portfolio. The cell is allowed to use the leverage up to 1:20 derived from the cell`s net assets.
TurboEquities – Top five expositions in the portfolio as of 31 December 2015
|Equity index||Share in the portfolio|
|S&P/TSX 60 IX FUT||15 %|
|DAX INDEX FUTURE||13 %|
|SPI 200 FUTURES||13 %|
|NASDAQ 100 E-MINI||10 %|
|NIKKEI 225 (CME)||8 %|