Anlageziel Edmond de Rothschild Fund - Fx Absolute Return M EUR Acc Fonds

The methodology considers currencies as an independent asset class and its objective is to capture major trends by implementing progressively positions in the foreign exchange market (the FX Market). Our quantitative strategies are based on indicators diversified in time horizons such as volatility break or trend following strategy. The reactivity is permanently monitored. Our unique approach is asymmetric (long / short) and allows us to be neutral if the models do not detect any opportunity. Currency weights have been chosen based on the performance of quantitative models, the weight of each currency in the FX Market, the trend potential, the diversification between currency/economy and the influence of commodity prices.