ADG Systematic Macro


Fund Strategy Macro
Fund Geography Global
Investment Advisor ADG Capital Management LLP
Portfolio Manager Igor Yelnik, Dr Gavin Phillips, Dr Boris Gnedenko, Richard Sterry
Fund Currency USD
Fund AUM $232m
Fund AUM (GBP) £175m
Fund AUM as of 30 November 2018
Fund Inception 15 February 2017
Fund Indices AH Macro UCITS Index
Sub Index - Systematic Macro

Fund Objective

The Fund seeks to take long and short positions on a global basis in a broad range of financial instruments. The Fund will take directional and relative value positions based on systematically applied fundamental global macro analysis. This strategy aims for the generation of excess returns by means of tactical reallocation of the risk budget between asset classes, within asset classes and between various risk factors. The Fund’s strategy is based on a proprietary software tool which analyses macroeconomic and market information and produces recommended portfolios and trades. The methodology coded into the software makes use of theory based analysis of markets and advanced risk management techniques.


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