Investment Objective
The Fund is a systematic trading programme seeking to provide a diversified implementation of macro and equity market neutral across global markets, in a risk-controlled, liquid and cost-effective way.
Latest Meeting Note
Fund Note 21 Dec 2017
The Systematica Alternative Risk Premia (SARP) strategy allocates to both market neutral equity and macro risk premia, investing across value, momentum, carry and defensive factors. Systematica has significant experience of trading acros...
The Systematica Alternative Risk Premia (SARP) strategy allocates to both market neutral equity and macro risk premia, investing across value, momentum, carry and defensive factors. Systematica has significant experience of trading across a broad range of asset classes and trading instruments, and by combining a diverse set of risk premia the team believe they can achieve an attractive return profile for investors. On an ongoing basis, Systematica invests significantly in improving all aspects of the investment process including signal generation, portfolio construction and execution.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.0 | 0.2 | 0.4 | 0.2 | 0.9 | 0.7 | 0.7 | 0.5 | 0.4 | 0.9 | 0.9 | 0.8 | 0.1 | |
| 2023 | 1.0 | 0.9 | 0.5 | 0.3 | 0.9 | 0.8 | 0.5 | 0.2 | 0.7 | 0.7 | 0.6 | 0.0 | 0.9 |
