Aspect Diversified Programme

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Description

Systematic, momentum-based investment programme complemented by a range of modulating strategies. Applied to many of the most liquid global financial and commodity futures, currency forwards and other derivative contracts. Operating in over 230 contracts in over 180 markets across eight different asset classes. Seeks to generate sustainable, high-quality returns, which are uncorrelated with returns from major asset classes.

Benefits

  • Research-enhanced strategies
  • Low correlation to traditional and alternative asset classes
  • No directional bias
  • Attractive risk mitigating / crisis risk offsetting portfolio properties

Key Facts

Inception
December 1998
Markets
Over 180 futures, FX forwards and other derivative contracts
Vehicles
  • Flagship Cayman Vehicle
  • Onshore liquid alternative structures: UCITS
  • Managed Accounts
Availability

This programme is available to professional investors only. Please note, the UCITS vehicle provides exposure to a variant of the Aspect Diversified Programme.

In this piece, we explain how systematic trend following can work in practice

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