Trading Style of the Diversified Trend Program (DTP)

• Sector: Managed Futures.
• Medium Term Trendfollowing (average holding period: ca one month).
• Long, short, neutral strategies, without any bias.
• 100% consistent, disciplined and systematic.
• Diversified over products, regions and strategies.

General Characteristics of this Style include:

• Absolute Return Strategy.
• Low correlation with traditional asset classes.
• Active management: daily evaluation of markets and positions.
• Only positioned in futures and forwards.
• Straightforward valuation of positions.
• Full transparency for managed accounts.