Aspect Absolute Return Programme

Back to Alternative Risk Premia


Multi-factor alternative risk premia programme. Maximises diversification from a broad range of absolute and relative factors in multi-asset derivatives and cash equities, including: momentum, term structure, value and sentiment.


  • Blend of alternative return sources in futures and equities
  • Combines commonly documented and idiosyncratic factors
  • Systematic research-enhanced capture of risk premia
  • Risk parity portfolio construction
  • Targets a stable return profile with no dominant driver

Key Facts

May 2016
Over 180 liquid futures, FX forwards and cleared OTC swaps. Over 2000 major liquid global equities
  • Offshore commingled vehicle
  • Managed Accounts

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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