Alma Platinum IV Systematic Alpha

Investment Objective

DB Platinum IV Systematic Alpha is an open-ended UCITS compliant fund with Winton Capital Management Ltd acting as Portfolio Manager. The Investment Strategy is a systematic trend-following strategy based on the Winton Diversified Program as adapted to comply with the UCITS regulation. The underlying investment philosophy is based on observation that markets tend to trend over the short, medium and long-term as result of “herding” behaviour by market participants. The Investment Strategy is a computer-based trading system owned and operated by Winton which is designed to provide a speculative trading of global exchange-traded futures, forwards and options markets on commodities (e.g. energies, base and precious metals and crops), equity indices, bonds, short-term interest rates and currencies.

Latest Meeting Note

Meeting 29 Nov 2019

The research team met with Winton at a cap-intro conference. The DB IV Systematic Alpha fund offers UCITS investors access to the Winton’s flagship diversified macro strategy (offshore). The strategy trades a range of technical and funda... Read more

The research team met with Winton at a cap-intro conference. The DB IV Systematic Alpha fund offers UCITS investors access to the Winton’s flagship diversified macro strategy (offshore). The strategy trades a range of technical and fundamental signals backed by Winton’s R&D. The technical macro component uses data intrinsic to markets such as prices and trading volumes to take directional positions (over a span of time frames) across multiple asset classes. The fundamental macro component is powered by data extrinsic to markets such as yield curves, seasonal patterns and macroeconomic relationships (e.g. commodity fundamentals). The portfolio is typically very diversified trading about 120 markets inc. commodities (through certificates). Importantly, the strategy has evolved over time towards a more balanced multi-strategy approach with the trend following engine today representing about 50% of risk.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.2 0.8 0.8 0.5 0.0 0.9 0.6 1.0 0.0 0.9 0.9 0.8 0.5
2018 1.0 0.8 0.5 0.0 0.1 0.3 0.2 0.7 0.2 0.3 0.7 0.8 0.6

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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.