The Longchamp Autocall Fund (the “Fund”) seeks to deliver an annualized performance net of fees higher than that of EONIA capitalized + 6.30% over the recommended investment period of 5 years minimum.
To achieve this goal, the investment manager essentially implements a strategy based on an Autocall portfolio diversified in terms of underlyings, issuers and entry points.
The Fund is structured around two main blocks:
- A “Core” allocation, the Autocall portfolio
- A “Satellite” allocation, the Diversification portfolio
The allocations’ weightings target 70% for the Autocall portfolio is 70% and 30% for the Diversification portfolio.
The “Satellite” portfolio of diversification aims to mitigate the effects of significant equity market corrections.