Aspect Absolute Return Programme

Back to Alternative Risk Premia

Description

Enhanced, systematic risk premia programme. Captures and exploits a broad range of absolute and relative factors in multi-asset derivatives and cash equities, including: momentum, carry and value.

Benefits

  • Blend of alternative return sources in derivatives and equities
  • Combines commonly documented and idiosyncratic factors
  • Low correlations between risk premia factors
  • Risk parity portfolio construction
  • Targets a stable return profile with no dominant driver

Key Facts

Inception
May 2016
Markets
Over 200 liquid futures, FX forwards and cleared OTC swaps. Over 2000 major liquid global equities
Vehicles
  • Offshore commingled vehicle
  • Managed Accounts
Availability

The programme is available to professional investors only.

Aspect also offers a single factor enhanced risk premia programme which is fully focused on enhanced trend capture.

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