MontLake North MaxQ Macro UCITS

Overview

Fund Strategy Macro
Fund Geography Global
Investment Advisor North Asset Management
Portfolio Manager Nick D'Onofrio
Fund Currency USD
Fund AUM $248.6m
Fund AUM (GBP) £194m
Fund AUM as of 30 September 2016
Fund Inception 01 April 2014
Fund Indices AH Macro UCITS Index
Sub Index - RV Macro

Fund Objective

The North MaxQ Macro UCITS Fund is a global macro fund that seeks to generate absolute positive returns over a market cycle that is uncorrelated to other global macro managers, the broad fund universe and primary interest rate, foreign exchange and equity indices. The investment manager identifies micro-economic and country specific imbalances to develop views and corresponding trading strategies. These strategies provide a diverse source of alpha and are expressed through thematic, relative value and counter-trend exposures. The exposures are constructed to offer the best asymmetric payoff, while minimising expected correlations and providing protection against downside gap-risk. The investment manager prefers to take risk across a number of different strategies. Risk is monitored in real-time at the strategy and portfolio level and individual strategy stop-loss limits are established at the inception of each trade.

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