Investment Objective
Quadriga AQUA UCITS is a protected US equity strategy focused on 1) capital preservation, 2) large absolute returns during risk on markets, and 3) flat to low negative returns in hostile markets. The strategy combines the benefits of a core long 100% US Equities (Futures) protected with a long-only insurance program where both components are rebalanced monthly to their neutral weights. Managed on a discretionary basis following a disciplined framework and risk limits which include 1) no leverage, 2) no outright shorts, 3) long only options, combining fundamnetal top-down macro, bottom-up micro, quantitative, technical, and positioning analysis, within a disciplined framework for portfolio construction and risk management.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.8 | 0.7 | 1.0 | 0.7 | 0.1 | 0.3 | 0.1 | 0.3 | 0.4 | 0.1 | 0.1 | 0.2 | 0.4 | |
| 2022 | 0.4 | 0.1 | 0.6 | 0.1 | 0.4 | 0.3 | 0.7 | 0.5 | 0.1 | 1.0 | 0.9 | 0.8 | 0.5 |
