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ecamos Global Opportunities (eGO) Strategy
The ecamos Global Opportunities (eGO) Strategy pursues an absolute return mandate and aims to achieve
substantial medium to long term capital appreciation based on a generally uncorrelated risk-return profile.
The strategy is a blend of the two longstanding and successful main strategies of ecamos, the ecamos Core
Strategy and the ecamos Volatility Strategy.
| 1.5X - Version
From 1 January 2012 returns correspond to real traded gross figures of the ecamos Core Strategy USD and
the ecamos Volatility Strategy USD, equally weighted (rebalanced monthly), adjusted to a target volatility of 15%
p.a., 1.5% management fee, 20% performance fee and 0.5% structure fee.
ecamos Core Strategy
The ecamos Core Strategy aims to achieve substantial medium to long term capital appreciation by employing a
diversified portfolio of quantitative investment strategies based on economic rationales. Its main driver
consists of a unique model combining trend following and mean reversion into a single concept, which is
implemented globally across more than 75 highly liquid futures markets spanning all asset classes
(equities, interest rates, bonds, currencies and commodities). The addition of several satellite strategies
further increases portfolio stability and results in a generally uncorrelated risk-return profile.
From 1 August 2011 for the 1X and from 1 February 2012 for the 2X until 12 December
2014 returns correspond to real traded figures of the respective class of the ecamos Core Fund,
adjusted to 1% management fees for the 1X version and 2% management fees for the 2X version.
Additionally returns were subject to 20% performance fees. Since 17 December 2014 returns reflect
the results of the C share class of the Linden Core Fund 1X, respectively 2X.
ecamos Volatility Strategy
The ecamos Volatility Strategy is based on a systematic investment approach to achieve substantial
medium to long-term capital appreciation by exploiting risk premia on volatility futures and options. The
strategy is positioned either long or short on the various volatility futures over the term-structure
of the curve. Systematically hedging the positions enables the gap risk of the strategy to be reduced and
stability of performance to be increased. Positions and weightings are dynamically adjusted to protect
against prolonged drawdowns.
| 2X - Version
From 1 November 2011 until 15 May 2013 returns are based on real traded figures of a
managed account, adjusted for target volatility, management and performance fees as well as the
interest rate differential for USD-CHF. Since 16 May 2013 returns are based on the C class of the
Edelweiss Volatility Fund.