CFM ISTrends Trust
CFM ISTrends Trust provides investors with a global diversified exposure to Long Term Trend Following strategies across 5 global core asset classes and over 100 different contracts. It’s designed to capture long term trends across a wide range of markets and assets.
The fund seeks to benefit from both rising and falling markets from a diverse range of underlying investments. In our view, Long Term Trend Following is a classic Alternative Beta strategy as it has a low correlation to traditional markets, is persistent historically, is scalable and is conceptually well documented. It is also forms the core of many Managed Futures or CTA programs.
Hear from Philippe Jordan
President of CFM
Where does the fund invest?
Commodities
- Grains
- Base Metals
- Precious Metals
- Energy
- Softs
- Meats
Currencies
- AUD
- CAD
- CHF
- EUR
- GBP
- MXP
- NZD
- JPY
- USD
- and others
Fixed Income
- US
- UK
- Canada
- Europe
- Australia
- Japan
- Korea
Short Term Interest Rates
- US
- Canada
- Europe
- Australia
- Japan
Equities
- US
- Canada
- Europe
- UK
- Australia
- Japan
- Korea
- Hong Kong
- Taiwan
Credit
- CDX High Yield
- CDX Investment Grade
- iTraxx Europe Main
- iTraxx Senior Financials
Key Fund Details
| Class A | Class B | |
|---|---|---|
| Asset class | Long term trend following across 5 different asset classes and over 100 different markets globally | Long term trend following across 5 different asset classes and over 100 different markets globally |
| Objective1 | The Fund’s investment objective is to achieve a long-term capital appreciation through returns that seek to be uncorrelated with traditional asset classes. | The Fund’s investment objective is to achieve a long-term capital appreciation through returns that seek to be uncorrelated with traditional asset classes. |
| Annualised Volatility Target2 | 10% | 15% |
| Type of Fund | Registered Australian Managed Investment Scheme | Registered Australian Managed Investment Scheme |
| Style | Long Term Trend Following (Alternative Beta) | Long Term Trend Following (Alternative Beta) |
| Inception Date | 1 July 2017 | 1 July 2017 |
| Min Investment | $50,000 | $50,000 |
| Distribution Frequency | Annually as at 30 June | Annually as at 30 June |
| APIR Code | PIM1966AU | PIM8130AU |
| Management Fee | 0.6% p.a. | 1.125% p.a. |
| Performance Fee | 10% | nil |
| Fund Expenses | Capped at 0.20% p.a. | Capped at 0.30% p.a. |
| Pricing/Liquidity | Daily | Daily |
| Buy/Sell Spread | Nil / Nil | Nil / Nil |
2. Please note that the realized volatility of a Class of Units may differ materially from its target volatility. The Investment Manager makes not representation that the Fund or a Class of Units will achieve its target volatility.
Fund Documents
Download Identification Forms
Identification forms can be found below. Please click on the relevant form and submit together with your application form.
Platform Availability
