Fund of the month August 2016: LINDEN Core Fund 2X

Fund Strategy
The LINDEN Core Fund 2X is a UCITS compliant fund domiciled in Ireland which exclusively trades the ecamos Core Strategy. It aims to achieve substantial medium to long term capital appreciation by implementing a diversified portfolio of systematic investment strategies based on economic principles. The main driver of the strategy consists of a unique model combining trend following and mean reversion into a single concept, which is implemented globally across more than 75 highly liquid futures markets spanning all asset classes (equities, interest rates, bonds, currencies and commodities). The addition of several satellite strategies further increases portfolio stability and results in a generally uncorrelated risk-return profile.


Fund Chart
chart_2016_08_ecamos_blue*Since December 17th, 2014 returns reflect the results of the LINDEN Core Fund 2X – Class C USD. From February 1st, 2012 until December 12th, 2014 returns correspond to real traded figures of the ecamos Core Fund USD 2X class, subject to 3% Management Fees and 20% Performance Fees


Fund Facts*
Inception date: December 17th 2014
AuM: 
USD 95.4 million
Sharpe ratio: 
0.64
Volatility: 
22.48%logo_ecamos_RZ
1 month performance: 
-5.69%
3 month performance: 
7.98%
36 month performance: 
68.90%
YTD performance: 
-3.23%
Ann. perf. since inception: 
14.38%
(All data as of July 31st 2016)


Portfolio Manager
Rene Muellerecamos Capital AG is an asset management company based in Zurich. The company focuses on developing and managing purely quantitative, systematic investment strategies based on economic foundations. René Müller is CEO and CIO of Ecamos, he has been developing systematic trading algorithms since the age of 16. Ecamos is regulated and licensed as an asset manager of collective investment schemes by the FINMA and a member of the NFA, registered as a CTA and CPO with the CFTC.


For more information click here.