Fact sheet: ESA RPM Evolving CTA

Fund information

Fund name
ESA RPM Evolving CTA E-R SEK
Fund company manager
European SICAV Alliance
Fund type
SIB
Fund manager
Investment Committee
since 06/08/2014
Fund objective
The RPM Evolving CTA Fund’s objective is to achieve for its share-holders long-term capital appreciation primarily through trading on the worlds organized futures, options, spot and forward markets. The RPM Evolving CTA Fund will construct a diversified investment portfolio investing in Managed Futures which may comprise of, but is not limited to, Futures on indices, interest rates, currencies, metals, soft commodities, grains, energy and bonds. The RPM Evolving CTA Fund invests in CTA managers in their most promising development stage as identified by the investment manager. The Fund will allocate to three different CTA sub-strategies; Trend Following (TF), Short-Term (ST), and Fundamental (FT). Through a systematic investment process, the investment manager identifies CTAs that are in their so called “Evolving Phase”. This has historically proven to be the most promising period for CTA managers from a risk/return perspective. Typically, CTAs in the Evolving Phase have two to seven years of track record with $30 million to $2 billion in assets under management. Through active portfolio management, the investment manager will continuously monitor and manage allocations to underlying managers. The investment manager will replace managers in accordance with pre-set, non-performance based, criteria as well as on the basis of hard kick-out rules.
Benchmark
Barclay BTOP 50 Index
Investment style
Multi Strategy
Investment method
Futures

Quick stats

1 Year return

-17.51 %

1 Year rank in sector

143/147

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size
-
FE Risk score

152

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-5.66 %-8 %-18.31 %0 %0 %
Sector-0.5 %1.22 %1.13 %1.65 %6.7 %
Rank within sector146 / 150160 / 164143 / 147 / /
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Calendar performance

YTD-20172016201520142013
Fund-11.76 %2.37 %0 %0 %0 %
Sector1.24 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector157 / 16138 / 129 / / /
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Price movement

52 week high1099.5266
52 week low857.8386
Current bid price0
Current offer price0
Current mid price864.7968

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-