Aspect Diversified Trends Fund

Investment Objective

The Aspect Diversified Trends Fund (the Fund) is designed to provide investors with exposure to the performance of a variant of the Aspect Diversified Programme. The Fund applies a systematic, momentum based investment strategy and seeks to generate sustainable, high quality returns, which are uncorrelated with returns from major asset classes, through the quantitative identification and the systematic and disciplined capture of price trends which occur persistently, if unpredictably, in a wide range of liquid global financial and commodity futures, currency forwards and other derivative contracts.

Latest Meeting Note

Q1 2014 Update meeting 16 Apr 2014

Q1 proved to be challenging for the strategy which lost 5.69%. The bulk of the loss was suffered in January with long stock index positions are significant contributor. However performance over the past few weeks (to April 16) has been m...

Q1 proved to be challenging for the strategy which lost 5.69%. The bulk of the loss was suffered in January with long stock index positions are significant contributor. However performance over the past few weeks (to April 16) has been more encouraging with losses from the long stock index positions offset by trading in other asset classes. On the corporate side the UCITS Fund has successfully transitioned from a swap to a certificate based structure with no material impact on tracking error.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.9 0.5 0.0 0.5 0.6 0.0 0.4 0.6 0.5 0.9 0.8 1.0 0.3
2022 0.8 0.8 0.7 0.7 0.3 0.6 0.2 1.0 0.2 1.0 0.2 0.2 0.2

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