ZEST PILOT SICAV Ucits

Investment Strategy

The investment program provides access to instruments such as Equities, Government Bonds and Currencies through a systematic long and short Futures exposure. The strategy is focused on multiple timeframes and asset classes via a blend of beta-driven models, key drivers of long-term performance and alpha-driven models covering a wide spectrum of proven methodologies, aiming at enhancing robustness of returns. The program actively trades more than 40 individual futures contracts. Risk management is bottom up at single position level and top down at portfolio level (highly disciplined stop-loss, max concentration thresholds, volatility control and min marginal return requirements per incremental unit of risk). The Yield Enhancement portion (investment grade, short duration, corporate bonds), managed on a purely discretionary basis, is implemented to ensure a high-degree of diversification, with limited duration and credit risk.

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