MSCI World Index (positive correlation):

 

is a broad global stock index that represents the performance of 1644 stocks from companies throughout the world. It is used as a common benchmark for a broad cross-section of global markets. The individual stock corporations are weighted according to their respective free float market capitalization.

 

Multi-Synergy Index (zero correlation):

 

provides investors with the alternative investment universe. This includes a multi asset, multi manager and multi strategy solution (precious and industrial metals, energysources, building materials, instruments to stabilise food prices, various exotic commodities,arbitrage options, exotic currencies, all types of derivatives in extremely high diversification, provencrisis strategies, etc.). High diversification through mutually low correlated value drivers. Furthermore, this concept allows access to products that are already unavailable to others.

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i Trend Index (negative correlation):

 

shows the performance of a break out trend following managed futures strategy, which has the ability to recognize trends at a very early stage. The aim of the strategies is to generate negatively correlated returns to stocks and Hedge Fund Indices, thus making it an extremely effective portfolio  diversification instrument.

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The portfolio manager of Uncorrelated Dynamic Fund who replicates the Uncorrelated Dynamic Concept decides on the weighting of these strategies based on current market conditions. The standard allocation is 50% to each of the first two categories and 150% to the third category, resulting in a total allocation of 250% (leverage 2.5x).

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