Aspect Diversified Programme

Back to Managed Futures

Description

Aspect's primary investment strategy is a managed futures programme which applies a systematic, momentum-based investment strategy. It is applied to many of the most liquid global financial and commodity futures, currency forwards and other derivative contracts. The Programme operates in over 220 contracts in over 180 markets across eight different asset classes and seeks to generate sustainable, high-quality returns, which are uncorrelated with returns from major asset classes.

Benefits

  • Low correlation to traditional and alternative asset classes
  • No directional bias
  • Robust research infrastructure
  • Attractive risk mitigating / crisis risk offsetting portfolio properties
  • Significant capacity

Key Facts

Inception
December 1998
Markets
Over 180 futures, FX forwards and other derivative contracts
Vehicles
  • Flagship Cayman Vehicle
  • ERISA Vehicle
  • Onshore liquid alternative structures: UCITS
  • Managed Accounts and custom Fund-of-one / swap vehicles
Availability

This programme is available to professional investors only.

Performance, diversification, correlation to traditional asset classes... Read about the benefits of adding Managed Futures to a portfolio.

Latest News & Insight