- BUNSHA is a rules-based quantitative SICAV on the US market with the objective to outperform, a benchmark of 60% US equity and 40% 1-3 years US Treasury bonds, with lower drawdowns. The strategy of the SICAV is to use a set of trend following indicators to switch from a US equity regime to a lower risk-adjusted asset class. Within a regime, momentum rules are applied to select the underlying assets. Rebalancing is done every 2 weeks to benefit from new momentum trends or switch to a safer asset class depending on the market. The overall strategy is computed with several sets of parameters on each rebalancing to reduce the risk of bias of only one set of parameters and provide a higher consistency of performances.
- Important Notice for U.S. Citizens and U.S. Residents: The investment fund (the “Fund”) is not being offered, and will not be sold, within the United States, its territories or possessions or to, or for the account or benefit of, any U.S. Person. The term U.S. Person has the meaning as defined in Regulation S under the United States Securities Act of 1933, as amended, and includes U.S. residents and U.S. corporations and partnerships. No securities commission or regulatory authority has in any way passed upon the merits of an investment in the Fund, the adequacy of the information on this website or otherwise.
201912 - Bunsha Monthly Report ENGLISH