Investment Objective
The investment objective of the Fund is to generate capital growth over the medium to longer term.
The Fund will pursue its Investment objective principally through direct investment in total return swaps with exposure to financial indices and shall also invest directly in other FDIs (i.e. futures/forwards and/or options) and debt securities, cash and cash equivalents/money market instruments with the aim of providing net ‘long volatility’, by pursuing “long volatility” and “diversifier” strategies.
Latest Meeting Note
Meeting 10 Jul 2023
The Atlantic Uncorrelated Strategies fund systematically invests in cross-asset derivative strategies that have the potential to deliver diverse and highly differentiated sources of return. On the one hand, the fund allocates to long vol...
The Atlantic Uncorrelated Strategies fund systematically invests in cross-asset derivative strategies that have the potential to deliver diverse and highly differentiated sources of return. On the one hand, the fund allocates to long volatility strategies (Volatility Convexity and Trend) with the aim to profit from rising implied or realised volatility. The remainder of the portfolio is invested in diversifying strategies which seek to generate positive return regardless of market direction (Volatility Carry, Price Pressure and Non-Directional Carry strategies). Investments that meet the team’ criteria are allocated based on their specific contribution to risk to ensure the fund maintains a net long volatility bias.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.6 | 0.2 | 0.7 | 0.6 | 0.9 | 0.3 | 0.1 | 0.5 | 0.4 | 0.5 | 0.0 | 0.8 | 0.4 | |
| 2023 | 0.2 | 0.2 | 0.5 | 0.0 | 0.6 | 0.6 | 0.7 | 0.3 | 0.6 | 0.9 | 0.6 | 0.9 | 0.5 |
