Profile FTC Futures Fund Classic - B EUR

The "Classic" of FTC: Global diversified since May 1, 1998

The FTC Futures Fund Classic trades a broadly diversified universe ofliquid futures contracts in all sectors (stock indices, fixed income,currencies, commodities).

The fund has a core allocation of short, medium and long term trendfollowing systems allocated equally amongst the 4 sectors (equity,commodity, fixed income and currencies). Approximately 70 percent ofthe fund’s exposure is to trend following systems with an additionalallocation to a number of non-correlated systems to offer extradiversification.

Weighting of systems and markets are rule-based, as are entries,limits, stops and position sizes. The objective is to provide thedesirable features of trend following (positive correlation in uptrendcycles, negative correlation in downtrend cycles) with an emphasis onloss control and providing superior risk adjusted returns.

FTC’s diversified futures program’s track record dates back to December1994. Since May 1998 the fund is managed in its current jurisdictionalform (SICAV). The most recently implemented multi-trend followingsystems were developed in 2004 and 2005 and replaced the single trendfollowing approach that was used prior to April 2005.

The non-correlated trading systems were developed between 2008 and 2009and include a short term model based on intraday data, and a modelwhich produces alpha by mean reversion of calendar spreads and a modelthat combines short term mean reversion and momentum for Stock Indexfutures.