Aquantum AG (Global

Systematic UCITS Fund - Inst.)

Fund Investment Objectives

The AGS UCITS Fund combines a number of uncorrelated trading systems with the aim of generating a Sharpe Ratio of greater than 1 net of costs and fees. Its performance is primarily driven by pattern recognition and short-term trading models, enabling the fund to produce positive returns in both trending and non-trending market environments. Historically, the returns of the AGS Program have been uncorrelated to the returns of other systematic CTAs. Many parts of the AGS Program are execution intensive. As a consequence, Aquantum employs proprietary execution algorithms to reduce slippage and improve the overall trade implementation process. The Program may trade in about 50 different futures markets and features an inherent risk management concept. Position sizes may be adjusted daily in order to produce a desired amount of return volatility, and a set of drawdown management rules is used to curb equity losses during periods of poor performance.