Strategies

Diversified Trend Program

Active medium term trend following
Trading since June 1992
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Important information

Due to applicable laws on the marketing of financial products and services, Transtrend’s products and services may not be available in certain countries and/or for certain types of investors.

The information on this section of the website is only intended for professional investors (within the meaning of applicable local legislation) located and/or established in the European Union member states to which Transtrend has passported the offering of its products or services, Switzerland and the United States of America and to retail investors (within the meaning of applicable local legislation) located in The Netherlands and Belgium. If you do not satisfy any of the above criteria or if you are unsure if you satisfy them, please do not proceed and contact us to discuss possibilities.

This website is for informational purposes only and does not constitute a solicitation to open an account advised by Transtrend or invest in a fund for which Transtrend acts as manager or trading advisor.

Performance update

  • DTP - Enhanced Risk (USD) Composite

    Inception date: 01 Jan 1995

  • 12 Dec 2017

    -0.13%

    MONTH TO DATE

    3.03%

  • YEAR TO DATE

    2.52%

    INCEPTION TO DATE

    12.04% p/a

These data should be viewed in conjunction with the explanatory notes, which are an integral part of these performance data. THE VALUE OF YOUR INVESTMENT CAN FLUCTUATE. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.



Summary

  • 25+ years track record providing attractive risk-adjusted returns with low correlation to major asset classes

  • Systematic medium term trend following without any long equity/bond bias

  • Disciplined, sustainable and proven investment process



Approach

The Diversified Trend Program (DTP) is our managed futures program, with a track record going back to 1992. DTP is designed to participate in trends. As investors, we can only do so by taking positions in markets. While DTP’s trading systems are only fueled by prices set in the markets they trade, the program is geared towards capturing the underlying trends.

We realize that most trends in markets are a reflection of trends and developments in our society. Each single development – such as a move towards the exploration of shale oil, or a move towards driving electric cars – is typically reflected by trends in a number of different markets. In our approach such a development represents just one trend. With DTP we strive to be positioned in different trends. This requires trading many different markets, including less-mainstream markets and ‘synthetic’ markets. These markets are selected and constructed as our vehicles to ride the underlying trends.

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Managing money starts by not losing too much. While that may be easy in normal market circumstances, it is the extreme events that really matter.

A strong feature of DTP is its demonstrated ability to perform well during periods of market stress, especially those accompanied with declining stock markets. Our investors appreciate this – it makes DTP a welcome addition to their investment portfolios. But this feature does not come automatically with the program’s investment style. It is the aimed for result of many choices we deliberately make – choices that are at the very heart of our investment process.

Also at the very heart of our approach is the acknowledgement that we have to continue developing and adjusting all components of DTP to stay in sync with the markets. New markets spring up, others wither. And the ongoing modernization of market platforms and the shifts in behavior of their participants is fundamentally changing market dynamics. Such developments cannot be neglected; we believe that no trading strategy can be used for more than a few years without adaptations. An evolving world requires an evolving approach: the 25+ years track record of DTP is the result of that.



Access to different trends

The investment universe of DTP consists of more than 500 futures and forward markets across all asset classes, providing access to trends via mainstream markets, but also via less-mainstream markets including 'synthetic' market combinations.

'Crisis alpha'

DTP has a demonstrated ability to perform well in times of market stress, such as the Dot-com Collapse (2001-2002), the Credit Crisis (2007-2008) and the Brexit Referendum (2016).

Risk management

At the heart of DTP lies a unique, layered risk management approach. Managing money starts by not losing too much. While that may be easy in normal market circumstances, it is the extreme events that really matter!

Track record DTP

  • dtp

The DTP returns represent composite performance figures of the Enhanced Risk (USD) subset of DTP. These data should be viewed in conjunction with the explanatory notes, which are an integral part of these performance data, and the description of indices used. THE VALUE OF YOUR INVESTMENT CAN FLUCTUATE. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

How to invest

DTP is available via a range of different investment vehicles and formats that are tailored to meet specific client needs.

Transtrend funds

Luxembourg domiciled alternative investment fund Transtrend Fund Alliance SICAV, for which Transtrend acts as Alternative Investment Fund Manager (AIFM), includes a range of tailored sub-funds for institutional and private investors. DTP is offered in various currencies and risk profiles.

Managed accounts

A separate managed account enables clients to create a bespoke portfolio, customizing among others liquidity, funding, investor restrictions, reporting and risk profile.

Other solutions

DTP is also available through solutions offered by third parties, such as platform solutions and structured products.

For more information on these investment products and other solutions, please contact our Investor Relations team.



Risk considerations

Risk of loss can be substantial. The risk of loss in trading financial instruments such as futures, forwards and swaps can be substantial, among others, because the prices of these financial instruments may be highly volatile and permit an extremely high degree of leverage. You should therefore carefully consider whether such trading is suitable for you. No assurance can be given that you will realize a profit on an investment or that you will not lose some, all or amounts in excess of an initial investment.

Decisions Based on Technical Analysis. Transtrend primarily employs a trading strategy that responds in a systematic, technical manner to recent price behavior in the markets traded. The main foundation of such an approach is the assumption that most of the relevant developments in the underlying markets, including those related to market-specific fundamental factors, are reflected in and by the market prices. If the extent to which the market prices indeed reflect this deteriorates, the reliability of such trading strategy is prone to decline. Transtrend attempts to develop strategies that will be successful under many possible future scenarios. However, there can be no guarantee that the strategy of Transtrend will be effective in or applicable to future market conditions.

Obtain a copy of the Disclosure Document. We recommend you to carefully study Transtrend’s commodity trading advisor disclosure document (Disclosure Document), including the description of the principal risk factors and a complete description of each fee to be charged to a managed account, before you decide to invest. The regulations of the United States Commodity Futures Trading Commission (CFTC) require that prospective clients of a CTA receive a Disclosure Document at or prior to the time an advisory or subscription agreement is delivered. Transtrend’s Disclosure Document is available upon request and will be provided to you in soft or hard copy at no cost. The CFTC has not passed upon the merits of participating in this trading program nor on the adequacy or accuracy of the Disclosure Document.

Get in touch with us

If you have a question or would like to know more about our services, please get in touch with our Investor Relations team.
Daniël Schotanus
Daniël
Schotanus
Joris Tolenaar
Joris
Tolenaar
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