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The Fund is a market-neutral, multi-strategy product seeking to deliver absolute risk-adjusted returns across difference asset classes. Its systematic blend of carry and defensive strategies aim to increase the value of assets over the medium term. Holding little directional bias, the Fund aims to address a variety of risk profiles and market sensitivities. Since 2010, its simulated past performance has delivered a return of over 6.25% per annum.

The Fund is built on BNP Paribas' Quantitative Investment Strategies (QIS) platform, leveraging its extensive range of systematic uncorrelated strategies. Crucially, it combines BNP Paribas Asset Management's robust portfolio and risk management infrastructure with LFIS Capital's investment advisory expertise, coded in its investment banking and quantitative DNA.

Its investment process considers tactical recommendations from LFIS Capital to identify sources of return arising from market dislocations, and integrate them within a core diversified portfolio in an efficient manner.

Vincent Berard, Head of Product Strategy for BNP Paribas Global Markets' THEAM Quant funds, said: "Macro trends may be uncertain, but perennial opportunities do exist in structural market behaviours and frequent dislocations. Our strategy allows clients to benefit from such opportunities combined with risk mitigation components, thereby boosting their prospects of receiving recurrent income over the medium-term.

"Calibrated with a relatively limited risk level, the value of this offering lies in the diversifying qualities of liquid alternatives as bond replacements or complements, which aim to smooth and enhance portfolio returns even in volatile macro environments"

Sofične Haj-Taieb, President of LFIS Capital, said: "When facing rapidly changing markets, combining liquid alternative carry and defensive strategies offers a robust alternative to traditional asset allocation. The combined strength in quantitative strategies between BNP Paribas and LFIS provides a best-in-class offer for investors who wish to not only protect capital, but also generate resilient returns."