Versor Trend Following
Executive Summary
VERSON TREND FOLLOWING derives absolute returns from long, medium and short-term directional moves in various markets. The strategy invests in 100+ futures and forwards contracts across four major asset classes globally: commodities, equities, fixed income, and currency markets. The strategy takes long or short positions in these instruments where markets exhibit price trends.
Note: returns from inception through January 2023 are based on .90% Management fee and returns from February 2023 on are based on 1.25% Management fee.
Performance Disclosures:
Past performance is not indicative of future results. Performance results reflect the reinvestment of income. Commodity interest trading involves substantial risk of loss.
Reported returns are cumulative returns (not annualized) for the period, unaudited preliminary estimates and subject to revision and net of management fees. Certain investors may have higher management fees depending on the applicable share class. Performance results reflect the reinvestment of income. Please note that the returns could be materially different from those stated here in case the strategy was managed in a dedicated standalone fund. In fact, the actual returns could be much lower than those shown here. Please see other important disclosures.
Versor Investments launched the Versor Trend Following Fund on April 1, 2022. Prior to April 1, 2022, Versor Investments did not manage capital in the Versor Trend Following Fund as a dedicated Fund for this strategy. Versor Trend Following Strategy was part of a sub strategy under ARP Alternative Risk Premia 2x Fund, which is a multi-strategy fund. Returns from May 4, 2017, to December 22, 2020, for the Versor Trend Following strategy are estimated by applying a notional capital allocation (and applicable expenses) to the P/L associated with the portion of the ARP Alternative Risk Premia 2x Fund Ltd allocated to the strategy. When the strategy is managed in a dedicated standalone fund there will be excess cash upon meeting margin requirement. Hence the returns for the strategy have been adjusted by adding the US T-Bill return on the excess cash upon meeting margin requirement. From December 23, 2020, to March 31, 2022, the reported returns are for the dedicated Fund ["the Fund"] for the Versor Trend Following strategy. The return estimates presented here are based on Versor Investments' internal systems, have not been reconciled with the Administrator and do not reflect the official books and records of the account. In the event of any discrepancy between the information contained herein and the information contained in an investor's audited account statements, the latter shall govern.
Returns are net of all expenses including 0.25% annual data fees and 0.90% annual management fees. Certain investors may have higher management fees depending on applicable share classes. Versor Investments also manages other accounts using the same investment strategy. Returns for the other accounts may differ from the returns shown here, depending on differences in risk levels and other investment restrictions, timing of cash flows, and fee structures.
AUM Disclosures:
AUM represents Assets Under Management for the Versor Trend Following Strategy. AUM for the strategy is estimated by applying a notional capital allocation to the AUM of the multi-strategy accounts and represents the AUM of a separate fund allocated to the strategy.
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Disclaimer Info
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
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