ZEST PILOT SICAV Ucits

Investment Strategy

The strategy provides access to instruments such as government bonds, equities and currencies through long and short futures exposure and also to investment grade, short duration corporate bonds. Such strategies are focused on multiple timeframes and asset classes via a blend of beta-driven (key drivers of long-term performance) and alpha-driven investment strategies covering a wide spectrum of proven methodologies, aiming at enhancing robustness of returns. The program actively trades in excess of 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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