Fund in focus

Berenberg Sentiment Fund

Our approach

Today's capital markets are largely driven by news and the associated market sentiment. State-of-the-art technology enables us to use to turn this unstructured data into actionable insights and use these for the prediction of price movements in financial markets.

The fund for a changing world

The Berenberg Sentiment Fund takes advantage of alternative sentiment data and state-of-the-art technology: The fund invests in a well diversified portfolio of different asset classes.

The fund invests in a well-diversified portfolio of different asset classes. The underlying investment philosophy aims to achieve positive returns over the entire market cycle by analysing globally written and spoken news in different languages (alternative data). Several hundred thousand global and unstructured real-time messages are analysed daily with latest Machine Learning technology and transformed into investment decisions. This process is fully automated. In addition, to the income from the active investment decision from sentiment models, ongoing interest income is to be generated through a bond floor portfolio.

Strategy overview

Globally diversified macro fund based on alternative sentiment data (market sentiment) and state-of-the-art technology. The objective is to achieve a positive return over an entire market cycle. The focus is on the asset classes commodities and currencies.

Investment universe

Exchange traded commodities (ETCs)

G10 currencies

Short-term, high credit quality bond portfolio for cash management

Implementation

Management on the basis of our proprietary sentiment models

Fully quantitative

Investment target

Return of 5% p.a. with volatility of around <5% p.a.

Independent of market cycles

Berenberg Innovation & Data team

The Innovation & Data team is composed of Quant Researchers, Data Scientists, Portfolio Managers and Software Engineers. We collaborate with experts throughout the bank to develop methods that can extract valuable insights from the ever-increasing amount of available data and unlock the predictive power of AI.

Berenberg Sentiment Fund at a glance

  • Return of 5% p.a. with a volatility of around <5%

  • Lower dependence on the development of the stock and bond markets

  • Good and very well diversified addition to many other fund concepts

Facts and figures

All information about the Berenberg Sentiment Fund

Learn more and buy fund

Contact

Nico Baum
Head of Innovation & Data
Phone +49 69 91 30 90 -462
Alina Finkmann
Head of Product Specialists Multi Asset
Phone +49 69 91 30 90-225

Berenberg Sentiment Fund

OpportunitiesRisks
Market neutral returns over an entire business cycle. The fund is subject to general market risk.
Well diversified strategy which adds value within multi asset portfolios. Unit value may fluctuate due to interest rate risks.
Participation in commodity and currency markets. Higher volatility through currency and commodity exposure possible.
Income from the collection of coupon payments. Derivatives used to manage quotas may increase the risk of loss, at least temporarily.