DOWNSIDE
PROTECTION
CONCEPT
i Trend offers the most dynamic and uncompromising hedging concept on the market. A systematic approach in combination with managed futures applied to a wide range of underlyings across a wide range of sectors and markets (interest rates, currencies, stock indices, commodities, ...) allows an exceptional level of diversification with a razor-sharp characteristic:
RETURNS AT THE RIGHT TIME
Maximum returns in times of rising and high market volatility guarantee a portfolio hedge for downside risk, for example + 157% in the crisis year of 2008.
PORTFOLIO PROTECTION
The asymmetric yield characteristics as well as great power of i Trend make it possible to keep this module permanently with a low weighting in the portfolio. Constant rebalancing strives for lasting protection.
SYSTEMATIC STRATEGY
The basis for the buy and sell decisions is a systematic strategy. This guarantees that the yield curve is always the same and delivers the same results in the same market scenario (crisis year 2008: + 157%)
The effect of adding a small portion of i Trend to the overall portfolio compared to a pure equity portfolio and a mixed portfolio:
This is made possible by the special characteristic, which can be reproduced at any time thanks to the systematic approach:
This results in a much better and more profitable characteristic than, for example, a direct investment in the VIX, which is classically used as a portfolio hedging strategy:
i Trend vs VIX Index
i Trend Outperformance vs VIX Index
Statistics Qbasis i Trend Index (ISIN: AT0000A11459) *
Qbasis i Trend Index (AT0000A11459) *
* 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