MegaCap Europe Alpha

Fund Investment Objectives

The objectives of Chahine MegaCap Europe Alpha are to generate regular positive returns, uncorrelated from equity markets, 3% per annum above the money market rates (EONIA + 3%), with a volatility less than 10% and a Sharpe ratio greater than 2. The investment model applied will capture returns from the variation between a long and a short portfolio of equities. The Fund launched September 3, 2009.