UI – J8 Global Absolute Return UCITS


Fund Strategy Managed Futures
Fund Geography Global
Investment Advisor J8 Capital Management LLP
Fund Currency USD
Fund AUM $3.6m
Fund AUM (GBP) £2m
Fund AUM as of 25 January 2019
Max Gearing / Exposure 600%
Fund Inception 28 February 2018
Fund Indices AH Managed Futures UCITS Index

Fund Objective

The objective is long-term capital appreciation. It aims to offer attractive risk adjusted returns while maintaining low correlations to traditional and alternative investments in the long term. The Fund implements the J8 Global Absolute Return Strategy (J8 GARS). J8 GARS is a systematic CTA / risk-premia investment strategy. The strategy generates returns from momentum, carry, and value trades in fixed income, currency, and commodity (FICC) markets. The portfolio is risk-weighted and scaled to a target volatility. It does not trade equity markets. The uncorrelated return profile helps investors to diversify portfolio risk and smoothen long-term portfolio performance.

Reference Index

SG CTA Index


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