Lyxor Asset Management

(Lyxor Epsilon USD)

Fund Investment Objectives

The objective of the LYXOR EPSILON MANAGED FUTURES Class A USD Fund is to achieve consistent risk-adjusted performance by utilizing a systematic, technical methodology on global futures markets. The objective of the Epsilon program is to achieve absolute returns over 3 to 5 years with a volatility of around 13% to 15%, little to no correlation to traditional investments and a high level of liquidity. The program trades over 60 futures markets across the world, long or short, by implementing systematic trend-following strategies based on mid to long-term quantitative signals. Such signals aim at identifying entry and exit points for each market, in order to capture trends both on the upside (long positions) and on the downside (short positions). The program embeds a risk management system designed to size individual positions and diversify the portfolio, in order to control the overall fund's volatility. AUM reflects strategy assets. The minimum account is 1 share. The value varies daily.