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ZEST ABSOLUTE RETURN LOW VAR

Absolute Return VaR4 is a Global Macro Top Down discretionary strategy; this approach allocates investments among different asset classes (bonds, equity, commodities) long or short, with the ultimate goal of generating absolute returns, decorrelated from financial markets, constantly monitoring volatility through a careful risk monitoring process. Absolute Return Low VaR aims to achieve a return higher than the Euribor plus 1,5% per year.

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Asset allocation

Bond rating

Current NAV  
Base currency EUR
Trading and Valuation Daily
Initial investment 2.500,00 EUR
Subsequent investments 500,00 EUR
ISIN Code  
Bloomberg Ticker ZESTLOV LX
Strategy Global Macro
Management Fees 1.20 %
Performance Fee 10%
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FUND: Zest Absolute Return Low VaR Fund is a flexible fund, set up according to UCITS V rules, which applies a Global Macro investment strategy with a top-down management philosophy. The Fund selects investment opportunities in global equity, bond, gold and currency markets.

STRATEGY: strategy is based on top-down multi-input analysis (forward thinking and idea generation; identifying next macro themes to impact financial markets; economic data analysis and comparison with market expectations; evaluation of political/social environment), followed by portfolio allocation by indentifying the preferred investment markets, selecting the most efficient instruments; position sizing by evaluating VaR impact, max loss and/or profit target impact at portfolio level. Enhancement is provided by tactical portfolio management, by optimization of risk allocation and market timing indicators.

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