Index description

The Index is a discretionary foreign exchange trading strategy replicating spot foreign exchange investments in the following currencies: EUR, USD, JPY, GBP, CHF, CAD, AUD and NZD (28 possible currency pairs) as well as cash. The Index will be rebalanced periodically using fundamental, behavioral and technical analysis. Currency positions are implemented across timeframes ranging typically from intra-day to one week. The Index aims to targets a volatility below 10% and annualized returns (before fees) between 15% to 25% (the "Reference Market").