Launches & Closures

German CTA Fortinbras rolls out UCITS fund with Deutsche Bank


Fortinbras Asset Management, a managed futures firm based in Eschborn, Germany, has teamed up with Deutsche Bank to launch a UCITS-compliant version of its long/short systematic futures strategy, the Fortinbras PRISM Index Fund.

The UCITS version is a Luxembourg-domiciled SICAV and sits under Deutsche Bank’s DB Platinum fund umbrella and on its dbSelect platform.

The DB Platinum IV Fortinbras Prism Index mirrors the existing fund, capturing trends in fixed income, interest rate, foreign exchange and commodity markets by applying a long/short systematic algorithm to a basket of futures contracts. The proprietary underlying investment strategy has been used to