SYSTEMATIC CONCEPT
The Qbasis i Trend strategy offers a smart and opportunistic hedging concept with the aim to monetize any market phases. Our systematic equity approach in combination with managed futures, applied to a wide range of underlyings across multiple sectors and markets (interest rates, currencies, equity indices, commodities and crypto markets) creates an exceptional level of diversification with razor-sharp characteristics
RETURNS AT THE RIGHT TIME
Maximized market neutral returns in times of high market volatility guarantee a natural portfolio hedge against broad drawdowns , demonstrated by +157% performance during the global financial crisis 2007/2008.
PORTFOLIO PROTECTION
The asymmetric return characteristics as well as the flexibility of the i Trend model reduce portfolio drawdown risk effiectively. Constant rebalancing within the iTrend solution strive for a dynamic and long term protection
SYSTEMATIC STRATEGY
Buy and sell decisions are purely driven by our statistical models, which are designed to produce consistent returns throughout different market cycles.
In late 2023 Qbasis expanded into the equity markets by launching a new Systematic Equity Strategy "iTrend" / CH1275642937
Statistik Qbasis i Trend Index (AT0000A11459/CH1275642937)
Performance Characteristics
Managed Futures (AT0000A11459)
Performance Statistics : Systematic Equities (CH1275642937)
* i Trend had a trading break from 06/2019 to 08/2019. Therefore, the SG CTA Index was used as a reference and adjusted for historical volatility.
Returns achieved in the past do not allow conclusions to be drawn about future performance. Losses of the total invested capital can not be excluded. The performance figures of Qbasis i Trend Index are based on the gross track record of the Qbasis MF Trend strategy within an audited fund as of April 2007. Since March 2013, daily performance figures have been calculated by Deutsche Bank on its dbSelect platform. Systemrelease 1996 / Performance figures until April 2007 are simulated. Qbasis i Trend Index is a non-investable index listed on the Vienna Stock Exchange. Source MSCI World and 10 year notes: Bloomberg