Fund of the Month February 2016: Alpha Blend Global Income

Fund Strategy
The Alpha Blend Global Income Fund’s (UCITS) objective is to achieve a return target of cash + 4-6% and to offer portfolio diversification by combining yield from both the fixed income and global currency markets. The fund combines two proven and successful strategies with long track records and significant Assets under Management.
The investment scope is broad, allowing it to tactically source yield from a variety of instruments with active duration management, including the possibly of negative duration. An alpha overlay of currency returns sourced through a swap investment in a rules-based global currency index delivers returns from some of the world’s top performing FX managers. This return stream is added on top of the diversified fixed income portfolio. The fund has demonstrated low correlation and strong returns even in most recent times.

Fund Chart

* Details of the underlaying strategies incl. Bloomberg Ticker:
• LGT Fixed Income = LGT Strategy 2 year fund UCITS (LGT2EUR_LE). The fund was launched in 2000, please refer to Bloomberg or other sources (LI0008232030)
• Alpha Blend Global Currency Index (CEXTI9_Index)  (65% vol scale)
• since 08/2015 performance of Alpha Blend Global Income Fund UCITS (ABGEI2_LE)

Fund Facts
Inception date: July 2015
AuM: EUR 59.1 millionportfolio_concept_logo
Sharpe ratio: 0,88%
Volatility: 4.85%
1 month performance: 0.99%
3 month performance: 3.03%
YTD performance: 0.99%
Ann. perf. since inception: 5.98%
(All data as of January 29, 2016)

Portfolio Manager
Titus_C_SchloesserThe fund is lead managed by Titus C. Schlösser, managing director of Portfolio Concept Vermögensmanagement GmbH. The Cologne based independent asset manager, founded in 1984, has a focus on liquid Alternative Investments and a long experience with currency trading. The portfolio management of the fund’s fixed income portfolio is delegated to LGT Capital Partners. The Swiss based asset manager has a significant experience asset base (USD 50bn).

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