Systematica Alternative Risk Premia

Investment Objective

The Fund is a multi-asset strategy looking to capture alternative risk premia. These risk premia seek to capture most of the returns associated with the corresponding underlying investment principle 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... Read more

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
2023 1.0 0.0 0.3 0.2 0.8 0.0 0.1 0.4 0.6 0.2 0.2 0.7 0.3
2022 0.9 0.7 0.4 0.8 0.4 0.7 0.5 0.9 0.7 0.7 0.2 0.2 0.2

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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.