Quantitative Fixed Income Macro UCITS

Investment Objective

An all-weather systematic macro strategy with a long volatility bias and low correlations to other strategies. Run using liquid listed options & futures, combines proprietary macro inputs with price driven models to a position in G10 sovereign curves and market rates. It has been live since 2010 in managed account format, now investable as UCITS.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.2 0.7 0.8 0.9 0.5 0.8 1.0 0.8 0.7 0.1 0.7 0.1 0.0
2018 0.9 0.2 0.8 0.4 0.3 0.8 0.4 0.3 1.0 0.1 0.5 0.3 1.0

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.