Lyxor Epsilon Managed Futures A EUR/  IE0004841874  /

NAV5/28/2020 Chg.-3.3298 Type of yield Investment Focus Investment company
3,536.3000EUR -0.09% reinvestment Alternative Investments Worldwide Lyxor AM 

Investment goal

The objective of the Epsilon program is to achieve absolute returns over 3 to 5 years with a volatility of around 13% to 15%, little to no correlation to traditional investments and a high level of liquidity. The program trades over 60 future markets across the world, long or short, by implementing systematic trend-following strategies based on mid to long-term quantitative signals. Such signals aim at identifying entry and exit points for each market, in order to capture trends both on the upside (long positions) and on the downside (short positions). The program embeds a risk management system designed to size individual positions and diversify the portfolio, in order to control the overall fund´s volatility.

Master data

Type of yield: reinvestment
Funds Category: Alternative Investments
Region: Worldwide
Branch: AI Managed Futures
Benchmark: -
Business year start: 1/1
Last Distribution: -
Depository bank: Société Générale Securities Services
Fund domicile: Ireland
Distribution permission: -
Fund manager: -
Fund volume: 3.2 mill.  EUR
Launch date: 1/1/1999
Investment focus: -


Issue surcharge: 3.50%
Max. Administration Fee: 1.50%
Minimum investment: 1.00 EUR
Deposit fees: -
Redemption charge: 5.00%
Key Investor Information: -

Investment company

Funds company: Lyxor AM
Address: 17, Cours Valmy, 92967, Puteaux
Country: France


Alternative Investments