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iM Global Partner and hedge fund replication specialist DBi launch managed futures UCITS fund

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iM Global Partner is to launch a new UCITS fund, the iMGP DBi Managed Futures Fund with its Partner, Dynamic Beta investments, to enable European investors to access the increasingly popular managed futures market.

iM Global Partner is to launch a new UCITS fund, the iMGP DBi Managed Futures Fund with its Partner, Dynamic Beta investments (DBi), to enable European investors to access the increasingly popular managed futures market.

DBi is a pioneer in hedge fund index replication and is on a mission to bring the diversification benefits of managed futures to a broader investor base, having been appointed sub-Manager of the iMGP DBi Managed Futures Fund, a new sub-fund of the Luxembourg domiciled iMGP SICAV.
  
The new fund seeks to replicate the pre-fee/pre-trading cost returns of 20 leading managed futures hedge funds in a UCITS wrapper. By targeting the performance of a portfolio of hedge funds, split between different sub-strategies, it seeks to minimise single manager risk.
 
The fund seeks to match the core factor exposures of the targeted hedge funds with a dynamically adjusted portfolio of liquid futures contracts.
 
The iMGP DBi Managed Futures fund does not invest directly in hedge funds. Rather, the sub-manager, DBi, uses quantitative models to estimate the current factor weights of the targeted hedge funds and invests in index futures to seek to obtain similar exposures. The portfolio is rebalanced weekly.
 

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