Aspect Capital (Aspect), the US$7.3bn systematic investment manager, today announced the launch of a UCITS vehicle to provide investors with access to the Aspect Systematic Global Macro Programme.
The Systematic Global Macro Programme utilises a systematic relative value approach to global fixed income, stock indices, currency and volatility investing. It aims to generate absolute returns by managing a diversified, risk-controlled portfolio with low correlations to traditional and alternative asset classes. The UCITS vehicle has been structured to provide access to the complete Aspect Systematic Global Macro Programme
Portfolio managers Asif Noor and Anoosh Lachin have more than 30 years combined financial experience: “Our entire focus is on the research and development of our trading strategies. We combine the use of traditional and forward-looking alternative data sources to ensure our models continuously evolve. This vehicle launch aims to provide investors with access to the uncorrelated returns our models produce.”
Anthony Todd, CEO of Aspect, said: “We continue to place great emphasis on designing innovative investment offerings that are accessible through a range of different vehicles. The Systematic Global Macro programme has been available for two years in segregated managed accounts. Over that time it has built a compelling track record and has proved of interest to many investors. We are therefore pleased to provide a new vehicle structure that many investors in Europe and beyond are looking for.”
The vehicle is the second UCITS-compliant vehicle managed by Aspect Capital. (The first was launched in 2011 and provides UCITS investors with access to Aspect’s flagship Diversified Programme.)
The Systematic Global Macro Programme allocates its risk to over 20 individual models spread across 13 macro-economic themes.