DCM Systematic Fund SICAV-SIF - DIVERSIFIED ALPHA S USD/  LU1212744699  /

The objective of the Sub-fund is to generate superior risk-adjusted returns so as to achieve long-term capital appreciation. The Subfund makes use of a systematic trading strategy (the Model) consisting of a collection of quantitative models (also referred to as Sub- Strategies) designed to offer a high level of diversification. Substrategies can either focus on one particular asset class or invest in assets across several asset classes. Individual buy and sell decisions within considered markets are made on a systematic basis using a wide variety of trading signals based, amongst other things, on statistical patterns in time series, economic factors, yield curve factors and term structure of derivatives. To achieve its investment objective, the Sub-fund will mainly invest in financial derivative instruments offering an exposure to the following asset classes: commodities, equities, debt securities and currencies.

The objective of the Sub-fund is to generate superior risk-adjusted returns so as to achieve long-term capital appreciation. The Subfund makes use of a systematic trading strategy (the Model) consisting of a collection of quantitative models (also referred to as Sub- Strategies) designed to offer a high level of diversification.