Frame Futures Fund

The investment objective of the Fund is to seek to produce attractive risk adjusted returns which have a low long term average correlation to traditional equity markets.

To pursue its investment objective, the strategy is actively managed and primarily invests in a portfolio of futures across the asset classes of commodities, currencies, equities and fixed income.

About This Fund

The Frame Futures Fund was established in 2016 by Hue Frame. The team currently includes Hue Frame as Portfolio Manager and Sydney Robertson as Quantitative Research Analyst.

Investment Objective

The investment objective of the Fund is to seek to produce attractive risk adjusted returns which have a low long-term average correlation to traditional equity markets. The Fund seeks to achieve returns from its multi strategy approach, in excess of the Benchmark, over the medium to long term.

Investment Strategy

Frame Funds uses multiple proprietary trading strategies. These strategies may include qualitative, systematic, and quantitative processes. They utilise price data and market inefficiencies with the aim of identifying short, and long-term price trends across equities, fixed income, currency, volatility, and commodity instruments. These strategies take both long and short positions across all asset classes, but at any one time the Fund may emphasis one or two of these asset classes. A ‘long’ position will benefit from an increase in the price of the underlying Instrument, while a ‘short’ position will benefit from a decrease in the price of the underlying Instrument.

Investment Universe

The Fund’s universe of investments included global developed and emerging market exchange-traded futures across the four key asset classes (commodities, currencies, fixed income, credit, volatility, and equities). This universe of investments is subject to change under varying market conditions, and as these instruments evolve over time.

Trustee & Administrator

The Administration and Trustee roles of the fund are completed by Primary Securities Ltd (ABN 96 089 812 635, AFSL No 224 107). To apply for units in the Frame Futures Fund, you can complete the application process online via the Primary Securities website (www.primarysecurities.com.au).

Key Information for Investors