Longchamp Trocadero Fund
The Longchamp Trocadero Fund’s objective is to generate absolute return with limited volatility, helping investors diversify traditional portfolios through an actively managed allocation of Quantitative Investment Strategies (“QIS”) combining:
- Alternative Carry Strategies
- Tail Hedge Strategies
A QIS follows a systematic investment process, implemented by investment banks. These strategies are strategically designed to adopt distinct behaviors based on the ever-evolving dynamics of specific market drivers.
Our enhanced portfolio construction technique consists in adding diversification to a balanced portfolio by implementing QIS strategies:
- Elevating the efficiency of the classic 60/40 portfolio through a blend of diversifying strategies, including market access, carry, and defensive strategies.
- Our foundation is laid on long-term portfolio construction through Markowitz optimization. This method rests upon fundamental performance drivers and a continuous analysis of market configurations, affording us the flexibility to make tactical adjustments as required.
The Fund can be described as a Multi Strategy product and exhibits rather stable returns.
Longchamp Asset Management SAS
FPS (Fonds Professionnel Spécialisé), regulated as an AIF under AIFMD
FCP (Fonds Commun de Placement)
Depositary & Custodian:
Société Générale Securities Services
Société Générale Securities Services
31 March 2023
0.75% and 15% performance fees
Performance as of
Past performance is not an indicator of future performance.
Longchamp AM's QIS Expertise
Longchamp AM has built an expertise in QIS since 2018, aimed at enhancing traditional portfolio performance and mitigating specific portfolio risks through an actively managed allocation of QIS strategies.
Driven by our clients’ evolving needs, Longchamp AM has built unique QIS solutions, that are uncorrelated to equity and bonds, with a focus on delivering alternative income sources, minimizing drawdowns and volatility, and convex behavior in hostile market environments.
Our offering :
Independence in Strategy Selection
Moreover, alongside classical valuation metrics, Longchamp AM has developed proprietary metrics that offer a deeper understanding of strategy behaviors and their contributions to convexity in comparison to equity and bond benchmarks. This enables us to provide unparalleled insights into the dynamics of our strategies.
President – Managing Director
David is Chief Executive Officer at Longchamp Asset Management, which he founded in 2013. Previously, he was a Managing Director at Morgan Stanley & Co. International Plc, heading the investment bank’s Funds and Fund Linked business globally. In particular, he was in charge of the FundLogic UCITS Platform and served as President of the French asset management company, FundLogic SAS. Prior to joining Morgan Stanley, David had spent fourteen years within the Global Equity and Derivatives Solutions division at Société Générale. After joining the group in Paris, David moved to Milan to head the global capital markets operations including all Equity and Fixed Income activities. He also chaired the Italian alternative asset management company, Lyxor SGR. Thereafter, he moved to New York to head up Structured Products Sales for the Americas. David holds a master’s degree in Business Administration from EDHEC, Lille, France.
Head of Financial Engineering and Chief Risk Officer
Lorenc is the Chief Risk Officer at Longchamp AM. Before joining Longchamp AM, Lorenc worked in consultancy and advisory in investment banking and asset management. Previously he worked as Portfolio Manager, Risk Manager and Financial Engineer at UBS AM, CommerzBank and Dresdner Kleinwort Benson. He was in charge of systematic strategies and risk management of volatility and absolute return funds. Lorenc holds an Engineer degree in computer science and a master’s degree in applied mathematics.